Don't use "Join Polyline" on the profile to be extruded, activate the "Use Compound Profile" option in the Simple Extrude tool, then extrude. The four segments in the profile will be treated as if they're one object, but you won't get all the segmentation like you currently have. From the looks of it, you used two splines and two lines. This is what I get using the "Use Compound Profile" option.
V17—V21, 2015, 2016, 2017
Designer, Deluxe, Basic, Platinum
Windows 10, 64-bit