It's to do with the loft features are different between the two. In mattress 2 you had only picked the end profiles to create the loft and in mattress 1 you had picked the end ones and also the intermediate profiles. This means in mattress 1 it will create a smooth line between the profiles as the guide curves have diminished effect on the profiles. However I think for this the best way to do it isn't using a Loft butactually a Boundary where the secondary Guide Curves have equal influence on the final shape and it does in fact give the lines in between.
So there are two options:
1. Still use a Loft in mattress 1 but instead only pick the outside profiles and not the intermediate ones.
2. Create using boundary feature instead.
This was created using boundary feature.
I just followed the steps you suggested and works perfectly!
Thanks a lot!