You are encountering SketchUp’s small edge tolerance: very small edges can exist in a model, but SketchUp will “clean them up” when you first create them if they are very short. It has to do this because computers use imprecise arithmetic and points that ought to have matched may be slightly displaced as a result. The workaround is to work at an enlarged size while doing the intersection and then scale down to the real size afterward. One very good way to manage this is “the Dave method” - search the forum and you will find lots of advice about using it.