The highlight color difference is to illustrate the Head of the line from the Tail, although you can create many points in between which will all show up with a blue highlight. In the reference manual, there is a distinction between the line “source” (graphic where the line started) and the “destination” (graphic where the line ends).
At https://support.omnigroup.com/documentation/omnigraffle/mac/7.4/en/drawing-basics/ under “Connecting Shapes with Lines”. The line “Head”, which corresponds with the line destination (end point) is green, the line “Tail” is red, which corresponds with the source, or where the line started.
I hope this helps! When I first started working with lines this was unclear to me as well. Once I understood the diagramming intention, it made more sense. If you have any suggestions for us, feel free to email using Contact Omni from your help menu.