Thank you for the help Mark, the loft is better than it was before but I am still having some trouble with it.
It seems to work fine like that but the problem is that the whole purpose of this grasshopper model is to create a parametric model where I can change the format of each floor freely.
So for example, the loft is connecting these two points over here and everything seems to be fine:
But if I increase the radius of the fillet on the third floor, because the same two points are still connected, this strange twist happens:
I believe that finding a way of connecting the red circle on the bottom with the blue circle on the top floor will fix the issue.
That is why I think something like the loft always connecting to the closest point would work fine but I am not sure how to model that.