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Since I can't delete my own posts… I'll answer my own question here:

Edit the Sketch that defines the box. Add a Point to the center of the two long sides. Edit the Sketch that defines the top of cylinder and add two Points at opposite sides of the circle. Create a Loft and select the bottom of the box and the top of the cylinder. Click the Connections box. Select one of the Points on the bottom of the box and then select the Point "underneath" it on the circumference of the top of the cylinder. Click the arrow next to "Selections" to collapse the selections. Now add the other two Points. These will go into their own section. In the image below, I've added the first two points and collapsed the selection. Then I added the second two Points into their own selection:

Finally, I click the check mark and the Loft is created, without any twists!

In my real document, I created 8 points for the box - one in the middle of each side and at the corner of the box. I created corresponding Points equally spaced around the circumference of the top of the cylinder. I selected each Point, individually, from the box and the cylinder, then collapsed the Selection before selecting the next two matching Points. The result was a perfectly formed Loft from the box to the cylinder:

Hope that helps if anyone else is having the same issues.