Points are Coincident But Not Merged

I'm trying to split a surface with a sketch.  The sketch is a simple 5 point star and I have successfully used this method many times.

But today I get an error "The highlighted entity contains points that are coincident but not merged".

What does it mean?  The sketch is a simple one, it's fully constrained and appears closed but won't form an extrude in the same manner as if it weren't closed.

I can get around it by deleting every second line and redrawing it.  But should I have to?

SolidworksParts And Features