It does work in recent versions of Illustrator, but you have to hold down Alt / Option after you begin clicking and dragging the anchor. Basically all it does is duplicate the end line segment.
For some reason my version of CC doesn't like to refresh the screen while I'm doing this. So, I have to zoom out and back in to see the result. Don't know why, just ...
Draw them with the line tool. Have View > Snap to Point and Smart Guides ON to get the right starting point. With the pen you easily delete nodes.
The 4 red lines needed 4 drags to be drawn with the line tool. But the presented method also works with a couple of tricks as already said by others.