It seems that I'm unable to perform this sweep, I guess because it has hard corners. The profile with the rail is located on the left, the one in the middle is the MOI result, and the desired outcome (I had to do it in Rhino) is to the right.
Michael am I doing something wrong? I noticed that it's halfway working with extrude but still not the desired outcome.

I took your middle MoI result and used trim "Keep" and got nearly the same rhino result. One side had funky outer corners, but I could halve my profile and sweep and mirror.

Hi Niko - MoI does not yet perform mitered corners on a sweep which is what you want for this case.

I am planning on working on in for v2, probably right near the end.

Currently that one will be easier to do in Rhino since it does the mitering, which involves an automatic extension on each section and trimming. For MoI currently you would need to use an alternate approach, such as this:
http://moi3d.com/forum/index.php?webtag=MOI&msg=428.12

Or like Burr mentions some manual trimming of each section can also be used currently.

- Michael