Depending on what material you intend to make this from, I would look to see if you can get the cross section and sweep curve that have created this shape and sweep the cross section along a straight line of the same length or along a 2D representation of the original sweep curve. I imagine morphing the shape to another precise form will be tricky since the Bend command in Rhino is a bit freestyle.
If the cross section varies then perhaps you could still extract a sweep curve that runs along the length of the shape then divide this curve with perpendicular frames and get the cross section of the shape at each frame. Then create a straight line of the same length as your sweep curve, divide this straight line with the same divisions as the Perp Frames and put each cross section on the divisions to loft through along the striaght line. CNC machine this and then bend it around / along whatever it is supposed to fit on.
Thank you for your reply.
Actually I started from your idea, but I have a problem at the extremities, because in that point I have a not perpendicular section (due to the cut of my piece). This causes a wrong loft (look at the image attached).