This is how I do: -Select in Path Selection Tool -Highlight your 2 paths -On top Bar hit Combine Shape button -Link them point to point with Freeform Pen tool (for easier snapping) or Pen Tool -Delete the unncessary points with Delete Anchor Point Tool, whereas necessary. (If you linked with Freeform Pen Tool, once cleaned the unnecessary anchor point, you will already get a straight line between them)
Sketch
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