Please describe exactly what you did. I have played with extrude and cannot duplicate what you have above?

For instance I create a poly cyinder, then select all the faces around the side, then extrude those faces out, then create a cv curve from the side view, then select the top face and the cv curve and right mouse select extrude.

Then in the channel box I adjust the number of divisions until I get a clean extrude. This seems to always work for me.

Also, sometimes it's a good idea to rebuild the cv curve uniformly, adding cv's as needed to get a even distribution of cv's and then delete history before doing the extrude.