Your code has multiple bugs, in particular wrong indexing into the cell array, missing format specifier in the |sprintf| format string, and you are overwriting half of your data on each iteration. Try this instead:
num = 4;
col = cell(2,num); % preallocate.
for k = 1:num
col{1,k} = sprintf('X_%d',k); % I fixed your format string.
col{2,k} = sprintf('Y_%d',k); % I fixed your format string.
end
col = col(:).'
Giving this cell array:
col =
'X_1' 'Y_1' 'X_2' 'Y_2' 'X_3' 'Y_3' 'X_4' 'Y_4'
