You can use a Sweep to loft on multi-curve spline....but you lose the Scale functionality of the normal Loft. Enter this....MCG Sweep Scale.
Installation:
https://knowledge.autodesk.com/support/3ds-max/learn-explore/caas/CloudH…
Then can be found in modifier list (naturally, you should add a Sweep first)

Donations: paypal.me/vusta
https://www.youtube.com/watch?v=omFFHS7GkJg
ver 1.01: option to work with non-Sweep objects (doubt if you need this but what the hell...)

https://www.youtube.com/watch?v=r-aGxTxGodI
ver 1.02: - tried my best to fix the glitches at start of each element, I've fixed the 2nd loop but the 1st loop of each element is still not playing nicely. This is due to the operator MeshElements screwing up the verts order.
- also added option to scale the mesh as ONE even thought it may be physically made of several elements. In this case, it works perfectly, there are no glitches at the start.

https://www.youtube.com/watch?v=YFBp2ICuJkA
ver 1.03: fixed the glitches at the start of each element. So you can donate now !!!
https://www.youtube.com/watch?v=187uunOfscc
ver 1.04: fixed Spline Interpolation Max2017 defect (the Scale curve).
Donations: paypal.me/vusta
By vusta · 2017-09-07