It was to me too, at first. In the normal workflow in F360, many three dimensional things are made by extruding a face of a 2D sketch made first, or by extruding a face of an existing 3D body or surface already made, which usually leads back to a sketch. I just learned that in certain ways, 3D wire frame content can be added to sketches, but they are mostly always 2D sketches. It took me a while to get used to how F360 approaches things, but I’ve finally gotten to where I can create what I want, such as this thing I designed for fun, just as a learning exercise: