always create spines for blends
When you create a blend between two or more closed paths, Illustrator automatically generates a blend spine that you can edit.
But when your blend involves at least one open path, suddenly Illustrator decides you don't need a spine. If you want one, you have to draw an approximation of the spine you figure your blend would have, probably move it around a lot to put the blend where you want it because you guessed wrong as to where Illustrator thought the center of the paths in your blend would be, and then finally do the blend spine tweaking you wanted to do.
I'd really love to be able to tell Illustrator to always create a spine. I think it used to act this way, years ago? It's been a while. I miss when it acted that way.
A switch somewhere in the prefs is an acceptable way to make this happen, if it was changed to its current behavior as the result of previous user feedback.
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Margaret Trauth commented
It's about two years later and I still really want this switch, I still swear every time I make a blend and then have to either eyeball making my own spine, or undo, close one path, make the blend, and re-edit that path.