When you begin rotating the rectangle, you notice that a dashed diagonal is shown intermittently.
If you click to complete the rectangle when this diagonal is not shown, the rectangle closes without problem.
If you click when this diagonal is shown, you get no face.
This diagonal indicates that one of the two new endpoints is not coplanar with the other three and that a line will be needed to define two triangles to close that new face. There must be an inference that is having an effect here.