Look at the local shape parameter settings. If you want to "merge" the same-net shape with the pad, set the Thermal relief connect for SMD pins to "Full Contact". If different nets are in close proximity to the shape, you may need to adjust the shape suppression setting, under the Void controls tab in the shape parameters, to something smaller. The shape me be voiding back to a size smaller, than what is allowed with your current settings. If this is the case, the shape will not fill.