Loft & Merge Result = gap

Please pardon my stumbling around - I've been teaching myself how to use SolidWorks and now we have a customer requesting a model, so I'm trying my best. I am certain I'm trying to reinvent the wheel here ...

I'm building an internal fan. I've created a loft between two profiles and used "merge result" but a gap still shows. The profile sketch is coincident with the center body's silhouette edge, yet this huge gap still exists. What am I doing wrong?

SolidworksParts And Features