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It has to do with how Zbrush is set up as a painting program, similar to MSPaint or Photoshop. Like any other pixel-based painting program, you select a tool from the Tool Palette (such as a paintbrush, line tool, etc... ), adjust its draw settings and color values, and then paint the tool across the document/canvas to alter the RGB values of its pixels. 

In Zbrush's case:

• • It's pixels also contains two extra values beyond RGB, one for Material and another for Z-Depth. 
• • It lets you use 3d models as tools since it can sample all sorts of color/depth data from them
• • It gives you a chance to edit the previous stroke before actually placing it onto the document's pixels. In the case of drawing a 3d model onto the document, it lets you go beyond just tweaking the size and position by letting you edit the model data itself. When edit mode is on, the draw settings apply to the brush. When edit mode is off, the draw settings apply to the tool itself as it appears on the document.

Most people just use Zbrush for sculpting, and so they primarily just edit the tool and then save the tool, never really giving the document any thought. But the core of Zbrush is still a painting program (hence its name), and is expecting you to paint on the document at the end of the day. What it shows you at all times is essentially a preview of what the 3D Tool you've drawn onto the document would look like if it were to be applied to the document. So if you draw a 3d Tool out onto it without any depth or material information enabled in the drawing, it's not going to show you that data. If the tool had any RGB color information then you might see that still displayed (albeit flat), but otherwise you're not going to see any sort of 3d surface unless the drawing of it has enabled MRGB and Z-Depth.

So that is why the solution is to drop out of edit mode and change the Material/Depth settings before the drawing is actually applied to the document's pixels (or if you accidentally have already applied them, then you can just clear the document and redraw the tool with its new settings).

And make sure that when you do draw a 3d tool onto the document, the MRGB/Z strengths are set to 100% strength otherwise some other oddities can occur when you try to edit that drawing (for example, if the z strength isn't at 100%, the model will appear flatter and you won't be able to edit its vertices)

Upload your files, otherwise people will only be able to make guess.

My own guesses : you likely put some useless hard edges at the border of all UVs even though there is no need for them ; and then somehow lost the hard edge information along the way. Or, somehow used a baker that split rays at hard edges, which would naturally produces a broken surface rendition. Or, some color depth issue. But again these are just guesses based on ... not much.

Please make the effort to describe your issue with full sentences as opposed to one-liners, and show/share as much as you can.