All curves have their own normal direction, which is perpendicular to the curve along it's length but can be twisted in different ways. See this screenshot from Rhino. you can also see the helix's normals have a bit of curvature change near the ends. This is what probably caused the wrinkle in your surface. When you do a 1-rail sweep, the profile is attempting to follow the helix's normal direction in a literal way, because it has no more information to guide it. So if the helix normals twist in strange ways, so will your surface. Adding a second rail gives more info to help guide the sweep...

jonah