builder.BeginGeometry(OpenGisGeometryType.LineString);
builder.BeginFigure(points.First().X, points.First().Y);
foreach (var pt in points.Skip(1))
   builder.AddLine(pt.X, pt.Y);
builder.EndFigure();
builder.EndGeometry();
return builder;

MultiLineString пытаюсь создать вот так:
builder.BeginGeometry(OpenGisGeometryType.MultiLineString);
foreach (var list in points)
{
    builder.BeginFigure(list.First().X, list.First().Y);
    foreach (var pt in list.Skip(1))
       builder.AddLine(pt.X, pt.Y);
    builder.EndFigure();
}

builder.EndGeometry();
return builder;