For a revolved feature with an open you will usually be prompted and asked by SolidWorks if you want your sketch to be auto closed to make it a solid. this saves the time required to cancel the feature edit sketch close before continuing on. It Would be nice if solidworks could change between thin and solid feature type at any point but like many solidworks features the type cannot be changed after the feature is completed. Although instant 3d can swap a cut to a solid protrusion but that operation takes more than a checkbox.
To avoid problems like this I suggest using the Check Sketch for Feature command found on the sketch Tools menu. The Check Sketch tool gives you a drop down list of featuresin a dialog window with selections like Sheetmetal, Extrude, thin exrtrude, solid cut etc. After running this tool it will tell you if your sketch meets the requirements of the feature using the sketch.
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