It looks like a line behavior on the connector you are using. If you notice, your object is possitioned slightly off the connector. That means there is a line alignment problem and there is going to be a break. So Visio automatically has this reaction to magnify the allignment. Two options;
Align your object/ connector with each other.
Use a different connector from Visio stencils. There are some that don't have this reaction, but are limited in bends.
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