Why did you delete the faces just to stitch it back together?
Sometimes Inventor decides to use the wrong face (the end face) to build the tangentiality.
Not often, but if so it can be a long way try and error to get the expected result. Therefore to avoid this I deleted the end faces before creating the new Loft.
But the mainly I wanted to show, that we don't urgently need a transitional spline.
all you have is a stitched surface and not a solid
If that happens you can use the sculpt command to get a solid. In my example (Inventor 2022) the result of the stitch command was immediately a solid.