Are you creating anchor points by tapping on the screen? This option will connect all anchor points. If you use the pencil like an actual pencil though and place then drag to draw the line next time you lift your pen and place it somewhere else depending how far away the next line starts they should not be connected.
Another option would be togo into app settings, and under input change Double-tap to Deselect object or path. This would mean getting used to double tapping your pen after every stroke before you make your next stroke but it would serve your purpose.