There is a Mode setting in Loft, the mode choices are surface or solid, in 2012 at least.
Start the command, look at the command line or in using DYN press the down arrow key, pick MO or type MO, finally specify solid.
An easier method might have been to line up the corners of the two solids and then solidedit intersect to get the corner.
Then simply presspull the lengths. No loft required.
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