I'm receiving an error that there's more than one open/closed profiles and SW cannot resolve the projected curve. I'm having a hard time understanding what Solidworks constitutes open/closed profiles so that I can learn what it is I'm doing wrong.

I have the following sketches that I'm trying to project into a new curve. https://imgur.com/a/deumeK7. I used the same steps to create the sketches as this Solidworks tutorial (which I've completed on a separate occasion and didn't run into any errors).

Any help or pointers would be much appreciated.