Without you providing any additional information I can only suggest that you examine the point codes being used in the two scenarios. If your point codes don't share any common values then Civil 3D won't know to join any feature lines through the transition.
Example 1 (no common codes, therefore no continuous feature line):
Cut codes (Daylight_cut,Ditch_in,Ditch_out) > Fill codes (Daylight_fill)

Example 2 (common daylight codes, therefore a continuous feature line):
Cut codes (Daylight,Daylight_cut,Ditch_in,Ditch_out) > Fill codes (Daylight,Daylight_fill)

Note that codes need to be identical, including the case of each letter and spaces between code names:
- Daylight does not equal daylight
- "PointCode,Daylight" does not equal "PointCode, Daylight" (notice the extra space after the comma)
If this doesn't make sense, please share your subassembly PKT (if that's permissible) or screen shots of the preview window for the two scenarios with the codes turned on (as I show above).