That’s most likely because they don’t scale to screensize, so the further away a section of the circle is the smaller/thinner it would appear and when it is to small for a single pixel or a part of it lands exactly in between 2 pixels on screen it can’t render it.
I’ve been looking into something similar to this but haven’t gotten so far at as to use a material on a plane. What you can look into what I was going to do as well is look at how the DrawDebugCircle function works. Currently I was using that and if you keep the size at 0 then it keeps a constant scale on screen for the entire thing if you get close or when you are far away.