The trouble with that is the lines can't "arc" back to the Earth. I've had to do this same effect and I wound up using the method of the above poster: making a flat map with the lines, pre-comping, and the using ccSphere.
This is tough in AE because you can't create 3D objects. If any of these workarounds won't do, try Zaxwerks to create the sphere, or Trapcode 3D Stroke to create a 3D stroke on the sphere (still difficult though).
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