With 1 pixel lines you should never use integer coordinates, otherwise your line is located between the centers of two adjacent pixels and the rasterization rules can make it disappear -- or not, because rounding floating point numbers is not an exact science
If I'm right, you should be able to see the line if you do one of the following things:
- increase its thickness (e.g. 1.1)
- move it to x = 0.5
- draw a Shape::Rectangle at the same coordinates
By the way, are you using SFML 1 or 2?