https://www.blender.org/manual/modeling/curves/editing/introduction.html
"A new segment will only be added if a single vertex, or handle, at one end of the curve is selected. If two or more control points are selected, a new Bézier closed curve is started."
I tested it and I get duplicated, unconnected vertex handles.
I can press "F" and have them form a closed Bezier curve.
I think what it should say is:
The bezeier curve will only extend at the endpoints.
Ctrl-LMB on inner control points will make unconnected duplicates.
{F285966}