Select chains for surface loft

https://cad.onshape.com/documents/3f37cebd6c7c65758dec550e/w/39b3380754d593e97b0ad0ec/e/dc537ba2d743f9883ede6ed9?renderMode=0&uiState=67f19df199fde447b363743f

I am trying to create a lofted surface. Why won't OS select the entire chain? All of the sketch profiles are open, but if I recall, they are all tangent (which I assumed would mean the loft would extend through the entire sketch.) Any tips? (for what it's worth, I'm following this example on youtube: https://youtu.be/Y9Tvs8n1z6c?si=R0g7CJdXyuSoJ_z7&t=335