Don't use the Rectangle tool. Either  draw the outline by hand using the Track tool or use the Board Outline too on the top toolbar. A couple of tips when drawing board and silk screen outlines by hand. For Board Outlines,  you have to get the end points to overlap to close the polygon. It can also then be a bit of a pain to position it just right so for simple rectangular outlines I usually draw them as single straight line sections that can be set to exact positions and lengths by editing their start xy and end xy points. I can't remember if drawing board and silk screen outlines offers the "Edit Points" option (and can't check as I'm on a smartphone just now).