Ah, I see.
If you check “Pixel-perfect” in the Pencil Tool settings (near where you change the brush size), you’ll get lines like that. That type of pixel perfection is only really relevant with 1px-thick lines, but your examples are all thicker. Here’s a comparison between a 1px line as a thicker line, both “pixel-perfect”, note how the thicker line doesn’t really benefit in any tangible way from being pixel-perfect.
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