Its to do with your construction history, the curves where used to build your surfaces. When construction history is present the objects you used in an operation such as a loft are still influencing the result.

This is why your getting a weird result when you group your surfaces and the curves togeather. To fix this you could delete construction history by going edit > delete by type (for selected node/ object) or delete all by type (for entire scene)> construction history. You are then free to group the surfaces and the curves togeather and move them freely.