however, if you delete your construction history after lofting the curves will no longer have any effect on the lofted surface.
in otherwords, before you delete your construction history make sure you're happy with the lofted surface the curves made

i don't understand the purpose of grouping the curves with the surface
while you still have construction history the surface moves with the curves
in otherwords if you move one curve it alters the lofted surface
if you group all the curves (and not the lofted surface) while you haven't deleted construction history, then the lofted sorface will follow the group of curves.



tip: for selecting groups you can either use the outliner, hypergraph, or just select a child of the group (object directly inside the group) and push up on the keyboard.

my tip would make sense if you're familiar with trees