I have ported an D3D9 application to DX11 and now I am facing this problem, that the line, that is drawn using a line list of 2 vertices, is drawn with 2px height on screen at certain zoom levels.

Now I know, that this has to do with the rounding of pixels and if the line happens to be in between two pixels, the line is drawn to both pixels. This effect is pronounced when the line is perfectly horizontal like in my case below.

The coordinates are model coordinates, not screen coordinates and a normal WorldViewProjection matrix is used in the vertex shader.
Now when I do a project and unproject on the CPU side before passing the vertices into the vertex buffer (and doing the +0.5 rounding), the effect is gone and it always works.
But that seems wrong and since it always worked in D3D9, I am wondering what has changed since then and what the actual solution is to this problem?