This behavior sounds similar to what folks are looking for from an ethernet bus stencil (ala Visio) as mentioned
here. Perpendicular connections can be made anywhere on a line and stay perpendicular as they are moved back and forth.
Unfortunately, Omnigraffle doesn't appear to support any non-manual way to do this now, but there are a few folks who have asked for this functionality. Email the support ninjas and add your vote!