I often build my domestic itineraries using the multi-city search for a variety of reasons. I will get the blue line for each separate segment that I enter into the multi-city search. If I search for:
Day 1: XXX-YYY
Day 1: YYY-ZZZ
Day 2: ZZZ-YYY
Day 2: YYY-XXX
I'll get 3 blue lines separating the segments.
If I search for:
Day 1: XXX-YYY
Day 1: YYY-ZZZ
Day 2: ZZZ-XXX
I will only get 2 blue lines.