Please see the following output. I first run the command without the -o flag, and the data parses without error on stdout. In the second command, the only thing I add is the -o flag, with outfile.txt. I get the error about no global elements, and nothing gets written to outfile.txt.

~/NGF/dfdl (jira-676) daffodil-core/target/start parse -s daffodil-test/src/test/resources/edu/illinois/ncsa/daffodil/section06/entities/TopLevel.xsd -s daffodil-test/src/test/resources/edu/illinois/ncsa/daffodil/section06/entities/DefaultProperties.xsd daffodil-test/src/test/resources/edu/illinois/ncsa/daffodil/section06/entities/02nine_headers.txt
<tns:TopLevel xmlns:tns="http://example.com">
<tns:MessageHeaders>
Date: Fri, 15 Feb 2013 08:54:52 -0500
From: john@doe.com
To: jane@doe.com
Message-ID: <OFB0B2662B.92FC9941-ON80257B1F.0045CE19-80257B1F.004ADB2A@doe.com>
Subject: Hello World!
Return-Path: <bob@smith.com>
Thread-Index: Ac3NbaI+1oo+ltP4SSqsh0WAhpIVagAAZVmwAALaigABACxfkAAPsjwAAA8SeAAABZb0A==
User-Agent: Mozilla/5.0 (Windows NT 6.1; WOW64; rv:16.0) Gecko/20120828 Thunderbird/16.0 Lightning/1.8b1
Content-Type: multipart/mixed; boundary=gc0p4Jq0M2Yt08jU534c0p
</tns:MessageHeaders>
<tns:Body>This is the body </tns:Body>
</tns:TopLevel>

~/NGF/dfdl (jira-676) daffodil-core/target/start parse -s daffodil-test/src/test/resources/edu/illinois/ncsa/daffodil/section06/entities/TopLevel.xsd -s daffodil-test/src/test/resources/edu/illinois/ncsa/daffodil/section06/entities/DefaultProperties.xsd -o outfile.txt daffodil-test/src/test/resources/edu/illinois/ncsa/daffodil/section06/entities/02nine_headers.txt
[error] Compilation (ProcessorFactory) produced 1 errors/warnings.
[error] Schema Definition Error: No global elements in: file:/home/jchab/NGF/dfdl/daffodil-test/src/test/resources/edu/illinois/ncsa/daffodil/section06/entities/DefaultProperties.xsd()
Schema context: SchemaSet. Location in daffodil-test/src/test/resources/edu/illinois/ncsa/daffodil/section06/entities/DefaultProperties.xsd.
~/NGF/dfdl (jira-676) cat outfile.txt

I can't reproduce this with other more basic tests. It seems to either be specific to multi-file schemas or this test itself.