Thanks for the reply but the problem was the cut fill type. Both window cut and wall section fills were selected as "background" - white, as I didn't want any fills, so I believe Archicad joined them, the same way it does with slabs and other elements with the same cut fill.
I don't know how to disable that, "autojoin" feature but I solved the problem by switching the window cut fill as "air space", and the line came back...