paste is expecting filename and not the contents of a file. You can use awk command and remove any lines which dont have "a" and then use paste command
$ cat file1
a 12
b 1
a 3
$ cat file2
a 9
c 0
a 8
$ awk ' /a/ { print > FILENAME } ' file1 file2 && paste file1 file2
a 12 a 9
a 3 a 8
$ cat file1
a 12
a 3
$ cat file2
a 9
a 8
now I understood. The problem for me was to understand why it doesn't work and anbu23 you're right I should give to paste the name of a file and not the parsed content.
great!