I have drawn dozens of 3d models in VW10 using exactly the technique you describe and without any problems. I recently upgraded to 12.5 and when i draw a 2d polygon shape in plan then use the 3d extrude tool it always makes a mesh. This is most frustrating and does not happen when the extrude rectangle tool is used. I have checked it over and over and with substantial experience in using extruded polygons i am convinced that I am not making an error.
Polygons