Continue Geometry is ends the command with one data point click instead of ending the command with a double data click (as indicated by the prompt). The prompt states "Click to place next point. Double click to end." but if the command ends if the next data point is placed on an existing geometry.
This behavior occurs when the 'Break Linear Features' option is enabled and a data point is placed on an existing feature.
If the 'Break Linear Features' option is enabled, when you snap to an intersection with another feature, the command is designed to break the snapped feature and end the command. To change this behavior you can disable the 'Break Linear Features' option from the Vector tab of the Ribbon Bar or via the Placement and Editing tab of the Options dialog.