Loft operation with open loops.

Hi,

I am trying to create a very simple shell by using Loft operation. First, I create 3 open splines with the end of the all 3 splines joined together. I then using the Loft command and select the 3 splines in the proper sequence, I made sure to click in the similar areas on the splines to avoid twisting. The preview was looking OK, but when I clicked the "green check icon", I receive the "can not knit sheets together error". See picture.

I tried reverse the order of the spline, but did not help. If I select the "close loft" option, it will complete the operation without error. But that is not what I wanted to do.

What did I do wrong? I am going crazy. Please help.

Thank.

SolidworksSurfacing