Hello- I see this, thanks.
So, the problem is the more vertical sides of the square tube are not linear - there is a slight angle
between red and blue, and this means there is a seam in the loft or extrusion there and this happens to coincide with the intersection along there - having an edge correspond with an intersections is often a source of trouble - my guess is if you really intend this to have straight sides and make it that way it will all work fine.