re:
> I'd like to immediately, intuitively grasp WHEN sweeping a closed curve won't create a solid, but a joined surface...

It can easily happen if your path curve has sharp corners in it and is also not planar.

When the path curve has sharp corners in it then the sweep basically happens on each section separately and for a one rail sweep it will extend the ends of each section and try to intersect them with each other.

If the path is also not planar then it's easy for those extended pieces to not necessarily make a simple clean intersection with each other as it will with a planar path.

- Michael