Deactivate combing in first layer
If you set it to Not in Skin it will not comb and as such it will retract. Retraction travel moves are shown as light blue lines


  Light blue are retraction moves.  Dark blue are non-retracting moves.  Both types are non-extruding moves.


In that respect you would expect that if you set Combing to Not in Skin, it will retract and move to the other position:



If you wouldn't comb at all, you would see the same:



If you would comb all layers, so no retractions, we would expect dark blue lines:



Basically, Cura does exactly what it needs to do as seen in the screenshots, I cannot place/reproduce the screenshots in the question. To explain this (as commented below by @R..) another setting or settings may have caused preventing retraction like the Retraction Minimum Travel (retract_min_travel) in Cura.