The video helped. There are some elements that are missing to fully understand. Just seeing a isolated 1D shape, connecctor or line, has no associated context. That is, what is it you're trying to achieve. Typically, 2D shapes are placed 1st. Then 1D shapes are added to establish desired into flow: schematic, workflow, Org Chart, whatever.
Visio intended to use dynamic connectors as a simple method to interconnect the shapes. Sort of a poor man's semi-auto route. But, there are major issues with these connectors. I dislike them immensely... especially for doing circuit design. But, for other application/drawing types, they can very quickly complete the task. This is the context that is missing so far.
You demonstrated a good mastery of modifying a 1D shape. I would say in terms of drawing a line, you don't have to draw a straight one from beginning point to ending point. You can start at some point, draw line to intermediate point, click, then continue to next point, click, and continue until you reach destination. The dynamic connector would let you draw the single line from begin to end, and then add the jogs as it feels best. You can move shapes and it will adjust accordingly. But, the immediate problem is predicting where it'll put the jogs. You can set Visio to allow splittin connectors, so that a new shape might be inserted. You can have Visio move shapes out of the way of a new shape or a moved shape. Of course, all of these produce various routing changes.
And if you really want the "jumps", there are various types and even some restrictions, say, add jumps only to horizontal lines. They're easily added / removed.
HTH
Wapperdude