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I observed a strange behavior using Polygon with Graphics3D in MMA14.1.

Here is my example.

    polygon = {{-0.4, 1.7, 0.}, {-0.8, 1.7, 0.}, {-1.2, 1.8, 0.}, {-1.4, 
    1.9, 0.}, {-1.5, 2., 0.}, {-1.5, -0.5, 0.}, {1, -0.5, 0.}, {1, 
    1.8, 0.}};
    hole = {{0., 0., 0}, {0.5, 0., 0.}, {0.5, 0.5, 0.}, {0., 0.5, 0.}};
    Graphics3D[Polygon[polygon -> hole], Axes -> True]

Its result is an unfilled 3D polygon on the XY-plane.

However, by slightly changing the first coordinate, for example ( {-0.4, 1.7, 0.} -> {-0.4, 1.8, 0.} ), it works as expected.

Could someone please explain this situation?

I observed a strange behavior using Polygon with Graphics3D in MMA14.1.

Here is my example.

    polygon = {{-0.4, 1.7, 0.}, {-0.8, 1.7, 0.}, {-1.2, 1.8, 0.}, {-1.4, 
    1.9, 0.}, {-1.5, 2., 0.}, {-1.5, -0.5, 0.}, {1, -0.5, 0.}, {1, 
    1.8, 0.}};
    hole = {{0., 0., 0}, {0.5, 0., 0.}, {0.5, 0.5, 0.}, {0., 0.5, 0.}};
    Graphics3D[Polygon[polygon -> hole], Axes -> True]

Its result is an unfilled 3D polygon on the XY-plane.

However, by slightly changing the first coordinate, for example ( {-0.4, 1.7, 0.} -> {-0.4, 1.8, 0.} ), it works as expected.

Could someone please explain this situation?

According to the suggestion from user64494

Graphics3D[
 Polygon[Join @@ (Append[#, #[[1]]] & /@ {polygon, Reverse[hole]})]]