<< Then set up the select naked edges script on the N key (http://moi3d.com/forum/index.php?webtag=MOI&msg=6051.2)
so you can select all these with one keypress:

<< Use Edit> Join to glue them together into 2 closed curves, then you can select those closed curves and do just one loft like this:

When you say "Join to glue them together into 2 closed curves" it's the 2 family's curves Joined in the same time
or Join family curves by family curves one by one?