If I run your code and pause it after the first execution of the for loop, the num variable is empty, so something might be up with the file formats? At least, it explains why you only get the first file out, as you append empty arrays to your first file every loop.
I assume you want the header from the first file + the numeric data from the first and second files printed out? This does the trick, although I shudder at the file format ;) it should also work if your input is 100 files instead of 2.
filenames={'C:\PhD\Projects\LIFE ASTI\C.3\WRF_main_TS_2015_ALL\WRF_Times_ALB+EMISS_FINAL2015\WRF_Thessaloniki_stations_2015\Tapp\Airport\Hourly_Stats Airport Tapp .csv','C:\PhD\Projects\LIFE ASTI\C.3\WRF_main_TS_2015_ALL\WRF_Times_ALB+EMISS_FINAL2015\WRF_Thessaloniki_stations_2015\Tapp\Eptapurgio\Hourly_Stats Eptapurgio Tapp .csv'};
filenames = filenames.';
[~,~,RAW]=xlsread(filenames{1});
for i=1:size(filenames,1)
[~,~,all]=xlsread(filenames{i});
RAW{i+1}=all{2};
end
xlswrite('C:\PhD\Projects\LIFE ASTI\C.3\WRF_main_TS_2015_ALL\WRF_Times_ALB+EMISS_FINAL2015\WRF_Thessaloniki_stations_2015\Tapp\CombinedFile.csv',RAW)
