Style spline on the left is in another sketch. Style spline on the right is in active sketch. G2 continuity is constrained, but the curvature combs are obviously not continuous. 
What? 
I've had this issue a few time before but I can't find a definitive solution. If it makes any difference, both splines are in 3d sketches, but I've had this issue in 2d sketches before too.

Just for gits and shiggles I added another spline and it has the same issue?