The other thing that you can do is you can edit the "seam point" of the loft to purposely introduce twist.

To do this, make some vertical copies of your profile curve, like with Array Dir.

Now select them all and Loft, but don't push "Done" to exit the Loft quite yet.

While you are still inside of Loft, look at the viewports - you should see some points displayed in there - these points are showing the current alignment points between each profile. You can go in there and click and drag on those points to relocate the alignment point to somewhere else. If you go an progressively do that to each section you will introduce a twist into the loft. Drag each point a little bit further around in one direction.

Be careful not to click on a loft curve instead of the seam point - if you click on a loft curve (the curves will highlight as you move over them), it will reverse the direction of that curve, you don't want that in this case.

This would allow you to make a somewhat less dense (less points in the surface geometry) twisted column since it would use fewer sections.

- Michael