On the last row step 4 is still run to remove bottom walls. Due to this removing counts from the relevant set id in numberInSet, mergeSets will not completely merge all of the sets. This is in turn due to the if (numberInSet[rightSetID] == 0) check short circuiting the for loop when the number of sets hits 0, even though there may actually still be some cells with that set id.
To replicate this, set the maze size to something small, say 12 x 12 and run the maze a few times. It doesn't take too many runs to get a loop to appear.
An example of a produced loop:
On the last row step 4 is still run to remove bottom walls. Due to this removing counts from the relevant set id in numberInSet, mergeSets will not completely merge all of the sets. This is in turn due to the if (numberInSet[rightSetID] == 0) check short circuiting the for loop when the number of sets hits 0, even though there may actually still be some cells with that set id.
To replicate this, set the maze size to something small, say 12 x 12 and run the maze a few times. It doesn't take too many runs to get a loop to appear.
An example of a produced loop:
