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I don't have access to CATIA right now to try this myself, but as I recall the Multi-Section tools do not work with a Point as the section. But I remember a good workaround:
Use the Affinity transformation to scale the base sketch based on the point. Use a ratio of .1 to start with. Then do the loft between the base sketch and the scaled-down sketch. Then go back and edit the Affinity, changing the ratio from .1 to .001. That should make the shape come close-enough to the end-point.
I just had a chance to verify my previous suggestion for a loft to a point. I discovered that a Scaling operation could be used instead of the Affinity, because it's easier (although either will work). I used a scaling ratio of .0001 to make it even closer to the point.
And as I said earlier, CATIA does not let you use a point as a section.