$a^n$ is a regular expression. $b^n$ is a regular expression. their concatenation is $a^nb^n$ which is not a regular expression.
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If $n$ is fixed then $a^n$ is just a single word and so is $a^nb^n$.
If by $a^n$ you mean the language $\{a^n \mid n \ge 0\}$ (whose corresponding regular expression is $a^*$) then the problem is that the variable $n$ in $a^n$ is independent of the variable with the same name in $b^n$.
The language obtained by concatenating $A=\{a^n \mid n \ge 0\}$ with $B=\{b^n \mid n \ge 0\}$ is $\{xy \mid x \in A, y \in B\} = \{a^nb^m \mid n,m \ge 0\}$ and the corresponding regular expression is $a^*b^*$. As you can see this is exactly the concatenation of $a^*$ and $b^*$.
