Actually, it depends (as suv hinted on the irc - thanks) on the speed of the cursor. You have to have some potential snap targets (some drawing) in order to reproduce it: 1. Have some drawing on the canvas, 2. select the pen tool, 3. move your mouse quickly for some time, 4. click somewhere near a drawing for a new line. You will notice that the snap indicator appears correctly on the grid, put the line starts somewhere in between...