Jagostinho
This seems to be quite a strange problem.
Most likely down to the constraints on the railing sizes and transitioning from sloped to flat to curved.
The extra part of the railing you have does not extend far enough past the base of the stairs to automatically generate the geometry. If you extend the straight part of the railing past the base riser, to an amount corresponding to the tread depth + nosing depth then start the curve it will generate no problem, see attached image.
was extending around 300mm past the base of the stairs before starting the curved part. This seemed to work perfectly fine and all railing connections were smooth.
If 300m is too much of a space then you could terminate the railing BEFORE you sketch the curved part, and add in the curved part using a Model-In_Place sweep/revolve/extrusion to your desired shape.
Railings in Revit are imperfect, so in the case where Revit cannot compute the geometry automatically, then using a workaround like stated above can sometimes be the only option.
Perhaps someone else can offer some more insight to the problem.
I hope this helps
Alisder Brown
Senior BIM Coordinator
Scotland, UK