Changing the settings in Qgis 3.0/3.0.2 didn't work for me, but it did with the MMQGIS plugin.
That plugin has been indespendable for me, and way more reliable than what's available with QgisQGIS. And it adds many, many additional features.
Strongly suggest you add the plugin.
.!
Process:
MMGISMMQGIS > Modify > Convert Geometry Type > New Geometry > Lines