Differences Between 2D and 3D Sketching

With 2D sketching, all geometry is projected onto the plane you selected to sketch. Silhouette edges become planar entities, so that from certain angles, fillets and cylinders appear as arcs and lines.

In the sketch below, though you do not view normal to the sketch plane, you can still perceive how the model is projected onto the sketch plane.
In a 2D sketch, model geometry is projected onto the sketch plane in this manner.
In the sketch below, the 3D sketch in red (created on one of the edges of the chamfer) is a model edge that is not parallel to the 2D sketch plane. The 2D sketch in red is a projection of the 3D sketch.
In the 2D sketch, you can sketch a line that is parallel to other lines and add end points that are coincident. However, parallel and coincident refer to the projected edge and not the real edge. The 2D sketch in blue represents this condition. The end of the line is not coincident with the real model edge, nor is the line parallel to it.
In 3D sketching, there are no such projections. If you add a parallel relation to the red 3D sketch, it is parallel in 3D space.
In 3D sketches with nested contours, you can select the internal boundaries, but their profiles are not subtracted from the overall extrusion as is the case in 2D sketches.