In sheetmetal, you can make sheetmetal cuts and solid cuts, at least with an extrude. It's an option on the feature dashboard. Check in your sweep if that option exists. A sheetmetal cut produces the perpendicular edges, a solid cut will not.
I wouldn't use a sweep if an extrude can produce the same geometry unless there was a good possibility that it'd be curved (and therefore need to be swept) later. I always choose the simplest feature that will accomplish my design intent.