Mike Abbott

My honest feeling is that the method you want to use is broken / bugged. I should have reported this, but haven't. I'll do so.

You'll see there is a video in the help docs where this seems to work - but in my informal analysis it only works for a specific case: when a straight line drawn between the start point and end point of the curve is normal to the extruded poly. Otherwise the extrusion is offset in angle as in your first image above.

I suggest you report this and I will do the same.

It is confusing. What you need to do is:
1. Set extrusion distance to zero.
2. Set Spline shape to: Curve from second input
3. Set divisions high enough to follow your curve.
4. Enable 'Transform extruded front'
5. With point snapping enabled drag the front transform gizmo to snap to the end of your curve.

I don't think they could have made it any simpler (cough )

I absolutely agree - I filed an RFE on this very matter back in the days of 19.5... so that's at least two of us I hope : )