Hi DesuDeus, your surface in this case has a kind of 2 "partial poles" in it where some but not all of the surface collapses down to a single point.

That's probably going to cause some various kinds of problems - for just 1 single surface it is ok if the entire surface collapses down to a pole like with a sphere but it is not good to have only some portions collapsed to a pole.

Try leaving just a very small amount of space between each section rather than having them actually collide. Then after the Loft fill in the small remaining area with Construct / Planar. See attached file for an example.

- Michael

EDIT: Same kind of thing as Colin posted above...