Hi Jeremiah,
You haven’t Joined all the Cubes (look at the orange outline of the Selected Cube).
In the Outliner it says, that your 2ND ICE ANIMATION Collection contains 360 Mesh Objects…my guess is, that that is all those Cubes.
To successfully Join them into one Object, you need to Select 1 Cube (to make it Active) and then Select all the Cubes. Make sure that the first Selected Cube is still Active. Then CTRL+J.
You can also Select all the Cubes, then SHIFT Deselect one and Shift Select it again. Important is, that there is an Active Object, or Joining won’t work.