what would you want to do with this? i believe that one reason this does not work is because extruding those curves would end up in nonmanifold geometry. this is basically allowed but will lead to objective behaviour if you dont know what you are doing.
one method to get such curves combined would be to redraw all the lines or join them at those points together that they create a looped continuity like here, but be aware that this might only be for graphical representation, you cant use those curves for any surface creating tools.
Untitled.3dm (37.5 KB)