In fact my method was false :(
I must remplace "Normal" by "Z" :)
Because like this all facets take the same orientation of the first "Normal" face, that is not good for this roof situation!

I will go change the image above!
And you right I must make a Boolean union if I want an single volume
For the speed maybe it's the same?

Select all faces
Make extrude along Z
Select all
Make boolean union
against
select curves
Join them
Copy vertical
Draw a ligne
Make Loft
Select curves + faces plan
Join all