What is in the GraphML files? If they contain only edges, edge attributes, and vertices (but NOT vertex attributes), then there are at least three ways to merge multiple sets of data in NodeXL. In your case, I think the easiest is as follows:
1. Forget about the Import from GraphML Files feature.
2. Start with an empty NodeXL workbook.
3. In the Excel Ribbon, uncheck NodeXL, Data, Import, Clear NodeXL Workbook First.
4. Use Import from GraphML File to import your first GraphML file into the workbook.
5. Repeat step 4 for each of the other GraphML files. The content of the other GraphML files will get appended to the workbook, because you told NodeXL not to clear the workbook first.
Two other merge techniques are discussed in "how to merge several Nodexl files together" at
If your GraphML files contain vertex attributes, then these techniques can lead to unpredictable results and probably shouldn't be used. That's because the Vertices worksheet could end up with multiple, conflicting rows for the same vertex.
I do not have an easy solution for you if your GraphML files contain vertex attributes. They have to be merged using some other technique before being imported into NodeXL.