Edit: Reading the Wikipedia article on the subject [2] it seems that the incompatible Japanese grids are indeed interconnected to a degree. It also seems that the electricity market in Japan being currently liberalized, which I take to mean that it has traditionally not been particularily open for competition. That might explain why nobody has been in a hurry to improve the system as a whole.
[0] http://www.statnett.no/Kraftsystemet/
[1] https://en.wikipedia.org/wiki/High-voltage_direct_current
[2] https://en.wikipedia.org/wiki/Electricity_sector_in_Japan
They are actually connected but can only transfer about 2000MW from one to the other via the one connection point.
They have plans to add more interconnects starting in 2020.