It really depends on how you created it. if you uses extrude on an edge it will create the face. If you just connected the vertices using F then it won’t. It could also be the addon that you’re using.
Side note: you can select either in edge mode or select the 2 vertices that make up the edge I marked in red. Then press F twice to fill in those faces quickly. On older versions of Blender(Before 4.0 or 3.6 I don’t remember when they added it to base blender) you will need an addon called F2 turned on which comes with Blender.
