@Anonymous
So I want to create something like this:

In the example image, the shape in the red markup is a double curved surface as its base (if you follow the grid lines of the model) has both convex and concave profils. As for the top, it appears to be a horizontal plane but could easily be sloping at a small angle from the horizontal. Your massing family is a loft thru 3 flat but parallel profils.
Then there is the matter of the thickness of this surface. What end condition are you interested in: a horizontal cut versus an plane that is perpendicular to the surface at the edge?
In your approach, the wall families hosted on the faces of the lofted surface have top and bottom edges that form a variable angle with the top and bottom planes. Revit seems to have some value for this angle that determines if the end face is cut horizontally or perpendicular.
If your intention is to reproduce this complexity in the surface, I would suggest.
Lastly, is it critical that the result be a wall family to what purpose (hosting openings, attaching to a roof, sceduling quantities)?
In the case you also want to pursue the mesh like quality of the model, I would recommend looking at divided surfaces and adaptive components. Here are two good sources:
Buildz (Zach Kron): https://www.youtube.com/watch?v=POND315utnY
Balkan Architect: https://www.youtube.com/watch?v=_ADPVGzj6y4
-luc