Yes, I found the solution. 
Change rectangle properties Stroke Style/Join Style to second or third option, then the strange behavior is GONE. Rectangle is displayed normal.
I found also this in the help:
Rectangle Tool
The rectangle tool (rectangle) creates and edits rectangle shapes. To create a rectangle, select the tool and drag inside a window to create a new rectangle. Hold down ctrl to make it a perfect square. Once a rectangle is created, you can use the square handles to change the rectangle’s height and width. This is important because it is the only way to resize a rotated rectangle and let it remain a rectangle. If you resize a non-orthogonally rotated rectangle using the selection tool, it will skew and become a parallelogram, but if you double-click on it so that the rectangle tool is active, you can change the rectangle’s width and height using the tool-specific handles.
I think there is something in this… Because you can see, that these ‘strange’ lines looks like very skewed parallelograms…
I found also that if you change the rotation angle of the rectangle to 0.1 (or 0.01), then rectangle is also displayed all right (without changing stroke/join style).