There is more than one way to create an artwork object to have stitches applied to it. There is not necessarily one correct way only, but one way may indeed give you better results when you apply stitches to your object.
Consider the simple square box. You could draw it with four separate line segments or you could use the polygon shape tool and select the square box shape as an already closed object. Both ways of drawing are considered a square.
When you click on the stitch tab and apply the edge stitches to the design you will see which box shape looks better.
Line segments have a start/stop point on each line. A closed shape is a continuous stitch all around the outer edge. If you are very careful with your drawing using a line drawing tool you may be able to get the edit points of each end segment to connect with the previous line segment. It is much easier to use the shape tools to get the smoothest transition of stitches around the outer edge.
Whichever tool you prefer to use, drawing with absolute accuracy will make a difference to your finished stitch out.
My personal preference is to use a closed shape tool whenever I can. I can add edit points and drag them to wherever I want to create a shape with a continuous stitch outline. Experiment with different tools creating the same shapes and see which works best for you.
I must give credit to one of my students who had this issue when she was drawing and asked for my help. Working with her and giving her different drawing options created a more pleasing shape.
Join me for EQAcademy Denver in September 2016.