@Alano I ran into this same problem. When projecting a sketch on the rounded surface, all you can do is offset the face from the round body, which defaults to a union of the body. There is no option to extrude from the projected edges, and set as a new body.
I can’t figure out why this is.
But in the meantime, maybe make a copy of the scanned surface without the lofted/projected body, then subtract it from the scan that has the lofted/projected body attached, then you would be left with just the grey part (and original scan if you select “keep removed bodies” while subtracting.)