Are you able to create a pierce relation between the point and the contruction line rather than a coincident between the point and the plane?
Pierce relations guarantee that the line goes through the point, and therefore that the two profiles are connected.
Can you post your model here?
Just attached a zip file to my original post. The loft feature causing the issue is named "PROBLEM LOFT" in part "FREE STANDING ARCH 1.0". The spline is referencing a parabolic sketch in the top level assembly (ARCH ASSEMBLY CHECK).