You can’t do that, because that’s not how loft works (in Shapr3D).
You can’t select the bottom, front and side (3 perpendicular faces) to create a loft, because if would result in a self intersection (in other 3D modelers too).
What you probably want to do in the above case is called “Loft Along a Path”. When you have two faces and a “path” that you want to loft along. Now, that’s not something we support at the moment, but we might in the future.