I've just tried an example. I was messing around in Cyprus, so I created two placemarks at different elevations, Point 1 and Point 2. Then I saved the KML file. At its most basic (after removing the LookAt and Style tags, and stripping blanks) it looked like this in my text editor:
<?xml version="1.0" encoding="UTF-8"?>
<kml xmlns="
http://earth.google.com/kml/2.0">
<Folder>
<name>Test joining 2 points</name>
<open>1</open>
<Placemark>
<name>Point 1</name>
<Point>
<coordinates>32.78173277943876,34.85302955360272,0</coordinates>
</Point>
</Placemark>
<Placemark>
<name>Point 2</name>
<Point>
<coordinates>33.50950656180741,35.08924740935768,0</coordinates>
</Point>
</Placemark>
</Folder>
</kml>
I then looked up the LineString tag on page 60 of the KML 2.0 documentation, and manually changed the above to look like this:
<?xml version="1.0" encoding="UTF-8"?>
<kml xmlns="
http://earth.google.com/kml/2.0">
<Folder>
<name>Test joined 2 points</name>
<Placemark>
<LineString>
<coordinates>
32.78173277943876,34.85302955360272,0
33.50950656180741,35.08924740935768,0
</coordinates>
</LineString>
</Placemark>
</Folder>
</kml>
When loaded into GE Plus (with the original two placemarks also made visible, and after manually tilting and rotating), it looked like this:

Note how parts of the line are hidden by the mountains, like a string drawn tight between the two points.
--
Terry, West Sussex, UK