I think that's just a problem with the meshing in grasshopper that as David has said before it's done very poorly so that the calculations in grasshopper are done faster, try baking it and see if the problem was solved, if not i'm not quite sure what's going on.
Nope this is how it bakes as well. I have tried a few alternatives to fillet to get the radius but GH doesn't want to join the curves in such a way that it can loft from those curves as a single curve, even if the curvature is smooth.
This is really problematic to me. Maybe there is a way to create a line curve with the radius on the end keeping it one curve. That might solve my problem.