Typical. Almost as soon as I posted this, I managed to resolve it.
I had to create path objects from each polyline and add these to a new geometry collection representing a polyline object. See below:
Dim newPath As ISegmentCollection = New Path
Dim missing As Object = Type.Missing
Dim pNewPolyGeom As IGeometryCollection = New Polyline
pSegment.FromPoint = pTempPolyline.FromPoint
pSegment.ToPoint = pTempPolyline.ToPoint
newPath.AddSegment(pSegment, missing, missing)
pNewPolyGeom.AddGeometry(newPath, missing, missing)
Now my polyline (pNewPolyGeom) is a single polyline object composed of seperate non-connecting line segments.