@johnsonshiue
Actually it is not strictly the case.
Face can actually be mathematically flat and still it may not be possible to define sketch on it.
It happens if it is created by operation that is not registered as producing planes, like loft in this case.
As loft is interpolation by default it is describes as approximation and although result can actually be actual plane it is not recognized as plane by Inventor as it is not defined as plant, and therefore it is not available for direct creation of sketch.
There are also other "edge" cases when produced object is actually a plane, in strict mathematical conditions, but is not recognized as such object.
Fun fact. Two axis defined in 3D, that actually cross (they have a common point) are not recognized as coplanar by Inventor. In fact mathematically, as they cross they produce a plane that they both fit in, so in fact by definition they are coplanar, inventor however sees it differently.
To make a sketch you need to define work plane and sketch on this plane.
Cris,
https://simply.engineering