You can align points to or on top of each other and then apply the join command.
It's a bit similar to how CorelDRAW does it, but with an extra twist. Using the Direct Selection (white arrow) tool click one anchor point and then shift+click another anchor point. The last point clicked will stay locked in place and the first point clicked will align to it.
In CorelDRAW you can either marquee select nodes or shift+click them directly to do the same thing. In Illustrator you have to directly click each anchor point. If you marquee select them they'll align to a certain part of the document (center, top, bottom, etc.). That's the extra twist to the deal.