I think you have to name both the individual wires and the bus itself in the hierarchical sheet.
Have a look at this:
Resulting in:
Note that only members 0 through 4 are part of the named bus, and those are the only connections that get though the hierarchy.
Note that the names are case sensitive.
Note that “BUS_0” also gets through the hierarchy, even though it only has a local label and does not appear to be physically connected to the bus.
Note that pins 5, 6, and 7 of the connector do not get connected, even though they appear to be connected to the bus, but the bus names do not match.
On the main schematic, it’s just twice the same hierarchical sheet:
Note the color differences between the wire and the bus. I do not know why the left “Some_Bus” label is in blue, while the right one has the same colors as a wire. If I delete the one on the right sheet and import it again, it also becomes blue.
Edit: This appears to have to do something with the bus name. If I go into the hierarchical sheet and move the “BUS_[0…4]” name, then the color of the hierarchical name changes, but there appears to be a (minor) bug here (only in the color).
Also note that on the hierarchical sheet, the name of the hierarchical pin is used, and not the name of the bus.
Here is the project, so you can look what’s inside and experiment with it.
Edit: I tinkered a bit with this example project and added different options to implement buses. It is now also free of ERC violations.
2022-07-06_asdf_hierarchical.zip (13.6 KB)