Hi Andre, just to illustrate what Burr wrote - these are the faces to delete:
Then you can select 2 edges like this and run Construct > Blend to make a blend surface:
The reason to delete the faces is to control which surface the blend will be smooth to. When it is a joined edge shared between 2 surfaces it doesn't know which of these possible directions to use:
You want the face to be removed so the edge only belongs to one face.
Michael,
I had to test it, but your added "Multi Edge Blend" works in this case with the seperate edges. So I deleted the 2 faces, selected show naked edges and ran blend!... Poof! Voila!