em first do you think you could post a larger image? I had to get a magnifying glass to try and see the issue and it's barely visible as the images are so small.
But to address the issue. There is no way to sweep that circular profile curve along that path and have a uniform cylindrical cross section.
It's physically impossible because the profile curve has to rotate at the corners and if you rotate the profile curve you change the cross section of the profile from circular to elliptical - hence the "loss in volume".
You would have to do the extrusions as a series of separate lofts or extrusions and then combine them afterwards.
"If I have seen further it is by standing on the shoulders of giants." Sir Isaac Newton, 1675