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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..
Because the profile gets twisted by the path curvature. Try to use Minimal twist first. If not, there are other ways to control it.
Post the file here for more details.