Why are my score lines on a different mat than my shape?

You need to go back and use the Attach button.

It sounds like you're in the "Prepare" portion of Make It.

1. click Cancel
2. select both a shape AND its score lines
3. click Attach (bottom right area)

When you click Make It, you'll see that the shape and its score lines are together on one mat.

You'll need to do this for any multi-layered element that needs to "stay together." Generally, that would just be a shape and its score lines, although sometimes an additional third layer exists. In that case, simply select all three and click Attach.