I feel fairly certain this is a bug.
when changing the curvature conditions of this rail from "connected" to "curvature", the solid loft turn into a surface loft.
Thanks for posting - I believe this is a defect and have logged FUS-51187 with the team so they can investigate. I appreciate you bringing this to my attention!
I found some additional odd behavior here - if you check the "Closed" checkbox with Curvature conditions, the form will preview as a solid body. But, if you edit the Loft, you'll see the rail condition has reverted to Connected. I also received some inconsistent behavior here with how the lofts were previewed depending on the curvature conditions.
Because the curvature constraint is not maintained, I'm not sure about the best workaround for this. I tried to do a Patch with curvature edges on the top but ran into some strange stitch behavior that prevented me from getting a solid to trim down with extruded cuts - some of the edges would not be stitched at any tolerance. I've included this in my ticket with the dev team - Fusion is not liking something about this geometry, but your workflow and the body look clean to me.
Please let me know if you have questions!