Because the profile gets twisted by the path curvature. Try to use Minimal twist first. If not, there are other ways to control it.
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..honestly, it's behaving correctly.. you'd need to add more control to guide the profile normal to the surfaces.. and I see your other sweeps are not normal as well...
..I could add more guide curves to do this but personally, I'd consolidate your efforts and make it easier...
..either as a trim surface with a thicken.. or a surface offset and cut... see attached..
I'm not understanding how you sugest me to do it :/
You can try adding Path Alignment by Direction Vector to straighten it out.
This flattens the sweep, as shown in the intersecting areas.
Thank you very much!
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