In previous versions of Solidworks, when I used the 'Add Relation' function, the order of selection never used to make a difference. For example, the sketch line shown could be selected first, and then the model geometry, to which I would want to add a collinear relation to. Or, I could select the model geometry first, and then the sketch line. Either way around, didn't matter. Since upgrading to SW2020 SP4 though, this is no longer the case. I have to select the sketch geometry first, then the model geometry. If I select the model geometry first, the 'Add Relations' dialogue doesn't appear at all. It took me a while to figure this out as it seemed random at first, but now I know, it's not such a huge issue. It only messes with your workflow a bit, as my mouse pointer may be nearer the model geometry, so it would make sense to select that first.
It may not be an issue at all. Perhaps it is not even a feature, but a bug. I thought I'd post this to see if anybody else had that problem, and if so, if it is intentional, or something to be looked at.