I have a textbook problem where I don't know how to start. I am invited to study a specific counter example (in a sense which remains to be clarified) illustrating the necessity of some conditions in the following theorem:
Let $G$ be a locally compact topological group which is also a countable union of compact sets and let $E$ be a locally compact topological space. Suppose $G$ acts continuously and transitively (only one orbit) on $E$. Then the quotient of $G$ with respect to the stabilizer of any point of $E$ is homeomorphic to $E$.
To find a counter example, I'm asked to examine the following problem :
Let $s$ be the canonical projection from $\mathbb{R}^n$ to $\mathbb{R}^n / \mathbb{Z}^n$, and let $D$ be a line through the origine in $\mathbb{R}^n$. Show that $s(D)$ is either compact or dense, according to whether $D \cap \mathbb{Z}^n \neq \{0\}$ or $D \cap \mathbb{Z}^n = \{0\}$.
I think I can do and understand the last point, but I don't see where I should seek a counter example. I have considered the action of $\mathbb{R}$ on the lines of the apparent counter example. In both cases I have the impression that the apparent counter example isn't a counter example to the theorem.
As a first step, I would be grateful for hints to understand what exactly might be the counter example here. Then, what is the necessary condition in the theorem which is not satisfied in the counter example ?