Hi Ron,
I should explain ...

>> If you "window" select all the curves in MoI, and hit LOFT; you get immediately Extended Andrei's shape.

In Moi3d V2 not the same result. (Tested in demo, would not cap)
In Rhino V4 with trick, point must be added (areacentroid helps), otherwise surface is open.
Moi3d V3 ???
Rhino V5 ???

>> When I did that in Rhino, using "Loose" setting, it did not work. If I chose the curves in a Particular order, then it works.

Works in Rhino exactly as in Moi3d !!!!
*selection-in direction right to left, selects all objects touches by selection-frame and lying in selection-frame
*selection-in direction left to right, selects all objects lying completely in selection-frame

>> Just a bit faster and Easier in MoI. Sorry for the confusion! :-)

Sorry, i see absolutely no differences

For testing, open attached file (Andrei's hand)
Copy and paste this in Rhinos command-window and see how slow it is

!
_SelPt
_SelCrv
_-Loft
_Enter
_Type=_Loose
_Simplify=_None
_Closed=_No
_Enter