So you are picking points graphically and asking it to connect them right? Are they in numerical order? or are you expecting to connect the dots in the order that they were selected?
Can you give me a bit more information here or some data or a video to see what you are doing specifically so I can try to recreate the problem you are asking about.
I typically join by Point Number e.g. CP001 - CP123 etc. and that always seems to work well for me, I cannot say that I join random selected points together - so cannot respond directly on that.
Apologies
Alan