As noted on the wiki, Carbide Create has limited support for open paths: http://www.shapeoko.com/wiki/index.php/Carbide_Create#Limitations — best to close them before processing.
If need be, expand the path in your drawing program to the desired cut width (so long as that is at least 10% greater than the endmill diameter)
The manual discusses this as well: http://carbide3d.com/carbidecreate/userguide/#polylines
Pro-Tip: The color of the line is a visual indication of the status of the object you are creating. When the line is purple, the object is ‘open’ and cannot have a toolpath applied to it.
It would be nice to have support for open paths, and the ability to cut open closed paths as well as a “follow path” toolpath option.