I see what’s wrong, actually that’s a conceptual problem.
Currently we only fill the sketches that are on the grid. This is by design. The problem here is that even if you selected a filling for lofting, after changing the grid it will disappear.
By the way you can create any face of any object for lofting. You can also move/transform sketch fillings, that will create new faces, that can be used for lofts. You can also create a plane for sketching by extruding a line, and sketch on in, and use the created faces for lofting, etc.
Edit: I only noticed after upload that I forgot to remove the sound from the video, at least you can have a little sneak peek of the noises of the Shapr3D office 