Curious about using guide lines with Lofted Boss/Base

I'm trying to draw a rocket nozzle in SW. These aren't, of course, simple cones, but have a tapered shape.

I start out with circles defining the base and exit.
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Seems like I should be able to define the outer shape of the nozzle using a guide curve...
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But...when I do, it limits the guide to only the portion of the cone directly by it....
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Now, it works fine using Revolved Boss/Base...I'm just curious if there's a way to rotate the Lofted guide lines to define a regular feature. Seems a bit simpler.
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Ron Wanttaja