You could try the ApplyCurvePiping command and play with the cap settings. There isn’t a sharp-to-a-point cap setting but perhaps Flat, Extended or Dome would help in your situation. [I don’t have access to the image you posted so I’m not sure what it should look like.]
If that doesn’t work and Grasshopper doesn’t do it for you, there is always the manual hard labor way by first making the pipes and then making the caps to your liking …