This is the problem I have with Swept Boss in general. I don't exactly understand what it is that SWX is doing or what it wants. Not only the order in which Sketch Profile and Path Profile are created matters, it seems like the relation within a sketch matters too. For example, if you edit the Sketch Profile, delete the coincident relation with the origin and move it to the right and down, now the Swept Boss works regardless of whichever you choose for the path.
It is best to Sketch the guide curve and path first, then the profile. In your profile sketch do not over constrain so that it can twist as it is swept. You have horizontal, vertical relations on the rectangle. Finally add pierce point relations between rectangle vertexes and the path and guide curve.
Also it is best to make the path the simplest curve like you wanted but could not do.