Hi Mark - so in order for Extrude to automatically produce end caps you need to have a closed and also planar curve not just a closed one.

In your case here your curve is not planar, it has a kind of curved cylindrical like shape to it, so that's why it will not produce end caps on it automatically - the extrude command doesn't know how to fill in the top or bottom on a cylindrically curved shape like that.

Generally what you want to do for a shape like that is to extrude a totally flat shape to get a solid piece and then carve that solid piece with some side profiles to produce the curved cylindrical ends, rather than trying to directly extrude the non-planar curve.

I'll see if I can make some steps to illustrate that.

- Michael