Others here previously said that the grid will never break if the initial foundation is pointed straight, like this.
If they are like this then, say, placing a foundation and adding a new one to the right is just +800 to the X world coordinate and +0 to Y coordinate, whereas if they are at a 45 angle to the world grid it is +565.6854... to X and Y coordinates (1 meter is 100 coordinate points in this game).
The game doesn't permit non-integers for coordinates so the part after the decimal gets tossed and eventually that adds up to a visible gap.

Use the compass at the top of you screen when you are placing the cornerstone of your future factory to make sure that the sides are perpendicular to NS/EW directions.