Oh. Now that I can see the Rhino file, this isn’t a closed loft at all. You need to flatten the input to Join to achieve a “Closed Brep”.
But the missing fragment happens earlier in the code, at SrfSplit and before Scale that gets you the outer surface. The yellow fragment is left out. By the way, note the redundant Area and Sort components (disabled).
Why? It looks like a sharp edge in the surface at that point, on the left edge of this fragment.