Hi Tom, it's difficult to impose a good quality arc shape at the end using all vertical planar stations with Loft.

You might try building the arc structure first as a thin strip using Sweep, then do a blend between that strip and a central piece kind of similar as what's shown here: http://moi3d.com/forum/index.php?webtag=MOI&msg=7516.11 notice there how there's some open space between the pieces that is filled in with Blend.

Let me know if that doesn't make sense.

- Michael