The thin lines are what SolidWorks uses to show you that you do not have a single closed profile with those lines.
This is commonly observed, when you have created / sketched a loop successfully (in your case is the black rectangle) & then you try to add new lines touching the existing loop, as SolidWorks would not be able to understand such a geometry while applying a feature, it requires 2 separate loops, either one inside or outside another, but not intersecting. In such a case while applying a feature, it will ask you to define a complete loop / contours, or else define thickness.
But even I am confused, why did it created a normal line when you started from the line of existing loop, that didn't happened when you created lines from the end of the edges of the loop. It sould have displayed those new edges as normal lines (regular thickness) only when you would have formed another loop, even though intersecting, if there is a common edge between the loops, then that is a thin line.
Normally this is a way SolidWorks tries to indicate errors in your sketch, you are suppose to look out for such geometry before applying any feature to the sketch.
In case of CATIA, when you exit sketch, if the sketch contains open profile, then those profile's open ends are highlighted as black dot, while the sketch is white.
When I check any line with Line Thickness tool and click on Default than any line becomes thin.
Even if it single closed loop at the sketch.
I am trying to have a sketch I could use few times for different extrusions.
Sometimes it is much easier and much more vivid to have the same sketch for few features than
jump between following one after other features in the browser in case of alterations.
I do it in Inventor for example.
So as I understand the SolidWorks is not happy about this way?
Is it any way to get rid of this precaution thickness measure?