the command awk usually doesn’t join two outputs together

Your syntax is rather weird. Probably refactor along the lines of

awk 'NR == FNR {
    if ($1 ~ /^\//) arr[$6]=$1 " " $2 " " $3 " " $4 " " $5 
    next }
/fd0|ram|loop|sr0|hdc|cdrom|\[SWAP\]/ { next }
{ print $1 " " $3 " " $4 " " arr[$4] }' \
    <(df -P --exclude={tmpfs,devtmpfs,squashfs,overlay}) \
    <(lsblk -n -b --output KNAME,NAME,SIZE,MOUNTPOINT)

Filesystem doesn’t match ^/ so I took that out. The regex [SWAP] was incorrect; I assume you meant to match that literally. Awk can do everything egrep and sed can do, so I refactored those out.

The beef here is the next inside the first condition, to avoid printing those lines. The refactoring to read two separate file handles also makes the script somewhat more idiomatic and, hopefully, understandable.