It looks like a square because Its just rendered as a two quads in a cross shape with another quad at the end. This is for performance, since debug lines don’t really need to look super pretty, cylinders take a lot of polygons, and when it’s shadeless like this you can’t tell the difference between a cylinder and a square except at the ends. This makes it so that your debug lines don’t slow down the game too much if you have a ton of them. (I have no idea why epic made these decisions, these are my guesses.)
