The polygon tool uses the currently selected colour for internal fill.
To draw a polygon with no fill, use the line tool. First select the desired line type or line style. Click the Vertex box if desired, then draw the polygon, finishing back at the starting point.
Note that vertex shapes - both lines and polygons - are easier to edit because there are edit point only at the vertices. Freehand shapes can have many edit points, depending on how smoothly you draw the line (faster is generally smoother). This can make the edit process more tedious and time consuming.