That is a very long line, and it's a straight line so it goes through the earth. If you want the line drawn on the surface of the earth, you can turn on tessellation for the map using a call like this:
This will make the line have points on the earth's surface ever 50,000 meters, or 50km. You can choose a higher number for fewer points. For the best performance, choose the highest number possible that still looks good in your application.