All graphic-items (line, rectangle, circle, arc, polygon) are just that: graphic items without net-property.
Only tracks and zones get a net assigned.
So it’s natural that graphic-items can’t be connected to copper tracks. (because of the clearance values between nets and other copper-items).
The solution for your demand is to first draw all the graphic items (on the copper layer), than convert these graphics to tracks and than assign the desired netname to these tracks. See my answer from 2 days ago: How to get arc tracks - #3 by mf_ibfeew
additional request: always try to write the used kicad-version in the opening question of a topic - the answer depends strongly on the capabilities of the different used kicad versions.