The problem with rectangles appears when you scale them up or down — they doesn't scale rounded corners. I'd like to keep rounded corners proportion to the rectangle size, that's why I thought that converting Rectangle into Outlines may help. But “Convert to outlines” option is not available.
I'm making a “walk-through scenario” inside the app, where I can show some elements of the app isolated and larger than the normal size they have in the app to make things clear and focus user attention on them.
Thank you for the help with Sketch.