I believe I have encountered the same issue as OP had. I have been designing a part that is over all rectangular with filleted corners, some irregular profiles, several transitions from a curve on profile 1 to a straight line on profile 2, as well as straight to straight profile. The part terminates at the plane that contains the loft profile sketches; however, the loft deviates from the profiles of both end similar to OP. Even using rails, I was unable to eliminate the deviation; it would only move from one part of the profile to another (maybe shrinking slightly). In an effort to find the source of the error I was experiencing I produced a simple loft part that is rectangular with flitted corners. Here are some screen shots of the divination; it is generated with surface as well as solid lofts. 

Oddly the deviation will disappear at a certain view distance. I am unsure if this is simple a rendering error or if the actual model geometry is changing.
Here is a closeup of the deviation
Here is a link to the part https://a360.co/2CNh6vw. It contains two surface lofts one with fillets, and one with square corners; and three solids one with fillets (with rails), one with fillets (without rails), and one with square corners. As one last note the square cornered lofts accurately match the profiles; the only difference between them is the fillet.
Do we have to only add fillets post loft in order to get accurate lofts or is there something I am missing?