Works for me. Clear your workspace and start a new. Make sure you're using the right objects.
> merge(transdata,protdata, by = "Locus") Locus probes COBL9.x WER.x CORTEX.x SCR.x COBL9.y WER.y CORTEX.y SCR.y WOL PET1111 AT1G01090 244901_at 4.7852 4.6865 4.7801 5.0038 4.3035 4.3975 4.4620 4.3879 4.2620 4.20452 AT1G02780 244902_at 4.5854 4.1787 3.4836 3.4918 4.7852 4.6865 4.7801 5.0038 4.9457 4.95153 AT1G04040 244903_at 4.3578 4.4281 4.3348 4.5680 4.5854 4.1787 3.4836 3.4918 4.2366 3.5197