I assume you DO know that coordinate values in AutoCAD is in type of Double. 2 float-point numbers are hardly EXACTLY the same. So, when you say "the same coordinates", it only mean they are considered the same, it only means the 2 numbers are closed enough (within given tolerance). And when AutoCAD's unit precision is set to hold certain numbers of decimals, 2 very closed Double/Single numbers may presented as the same visually for practice purpose. For example, 2.1234556, 3.123456 and 2.1234888, 3,123456 would be seen in AutoCAD's editor as 2.123, 3.123 when the unit's precision is set to 0.000. If that 2 numbers are used for coordinates of 2 line's end points, they would be considered at the same point, and show as connected at usual zoom level. But if you need to drawings more accurately and zoomed in deep enough, AutoCAD will show the tiny gap (because AutoCAD can zoom in/out as deep as you want, to show detail of an atom, or entire universe, theoretically).
So, nothing is strange here.