I want this tube coil model to at least appear to be continuous for the purpose of having an accurate view in a drawing file. Notice how the solid body doesn't appear to be continuous.
Sweep sketch dimensions:
If I increase the difference between the OD of the tube (0.875) and the pitch (0.8750001) to something as much as 0.0001, it appears the body becomes continuous. However, I would prefer that the geometry reflect my intent perfectly (0.875 OD, 0.875 pitch).
(Note that if the OD = pitch, it doesn't appear that SolidWorks allows the Sweep function to build the body. Maybe this is due to some sort of zero-width geometry or body intersection error - I'm not sure.)
Here's the result of 0.875 OD, 0.8751 pitch:
(0.875 OD, 0.8751 pitch) Helix Settings for Continuous Body: