Maha,
Along with what Dennis Dohogne pointed out. The construction of the model itself would lend itself to having a solid extrusion followed by just the helical cut sweep around the outside followed finally by a shell applied to the whole model. I see this since you seem to have a uniform 1mm thickness throughout.
Attached is an example workup. It negates some of the geometric issues Dennis pointed out.
Good tip, Ryan. There are many ways to do things in SWX and your technique is much simpler than what Maha did. But as they say, this was a "teachable moment" so I wanted to point why the original method had the issues it did so this mistake can be avoided in the future.
For this relatively simple part I wonder how many ways there are to make this geometry (without getting into Rube Goldberg territory)? I think yours is the simplest that could be achieved.
Because your sketch points for the sweep profile only touch the helical cut at its corners.
You need to make more of a connection to the existing feature in order to have a merged body.