Hello, Adrian Wye.
Unfortunately, Microsoft developers decided to do this. Presumably, they decided to make it very similar to a "physical" pencil with a round lead. Unfortunately, there are no developers here, and you can only fix it by redoing the source code of the Paint application. The only thing that can be recommended in this case is to write to the developers. To do this, click the gear icon in the upper-right corner of the Paint window and click the "Send Feedback" button on the screen that opens. The Feedback Center app opens with the appropriate section. I also recommend voting for similar reviews that have already been written. The more votes there are, the more likely it is that the developers will take note of them and make changes.