In some conditions XYPlot using solid lines and Thickness=1 will have unexpected gaps.
It appears to me that line drawing routine interpolates thickness of the line to be drawn and it is having trouble with small slope changes (close to 0) . As a result it ends up with line thickness=0!
Location of gaps will depend on chart (width/height) size.
To see this in action try slowly to resize the chart window.
See sample attached.