Right - the edges may be too curved/convoluted to match up to within tolerance without more info (points) in the bridging surface. There’s no way to guarantee that the point count you like for the rebuilt curves from the edges is necessarily going to be enough to bring it within tolerance of the edges that you started with - very often not. What to do about it depends on what you want to do next - there is nothing inherently wrong with adding complexity to a surface to make it match up, but it does make it harder to do things like point editing the surface. I tend to leave the ‘refine’ step or adding knots by hand, until I am closer to being done.
FWIW, in V6, simple untrimmed edges will yield simple, matching, surfaces from BlendSrf. Trims are another thing…
-Pascal