Added Note: If I try it on a cube with an intersecting sphere it’s fine. If I use a cylinder, even if they of different sizes, I get the above result.
EDIT: If I move one cylinder so it intersects the top of the other, then I get a curve. I’m uploading a short video to my YouTube channel to show what happens.
Video is: https://youtu.be/vxAHDDgZDcY