In this particulariy case ( four curves sides) it's like surface of Coons :)
More genraly maybe Gordon's surface :)
I don't know if these sorts of thing is yet implemented
Or maybe it's possible with a little trick :)

Sweep with 2 rides seems taken a less best bad result :)

Maybe also all curves can't be "clean" closed depending of their forms

Question : Only some curves of an object can be "exported" as like an object? (seems not)