Speaking with Oz:
This is intentional - If you start a shape with curves, we try to finish it with a continuous curve too. If the user started with a straight line, the last thing to connect to it will also be a straight line. If you start with a curve, the last thing to connect to it will continue that curve - that much is (at present) by design.
For this case, close the shape with pen, enter node edit and hover over the created line, hit L to make it a line.
I have logged an internal request for shifted behavior that toggles the continuous curve off, allowing one to avoid node editing under this use case?