Have seen a few questions about Full Scene Anti-Aliasing not working properly in SW2020.
Seems I've found the trigger & how to work around. This is not a FIX, per-se, just a work around. Would be up to the VARs & DEVs to properly flag this as a bug & implement a genuine fix down the road.
The issue relates to the new Enhanced Graphics feature (which is ENABLED by default in SW2020). When Enhanced Graphics is ON, Full Scene Anti-Aliasing has unexpected behaviors. See Screenshots & annotation below
If you use Full Scene Anti-aliasing and prefer your sketches to be anti-aliased as well (which is the expected behavior for all previous versions of Solidworks) try DISABLING Enhanced Graphics (Tools > Options > Performance > Enhanced Graphics Performance).