There Are some geometry tools built into Blender now which have some basic functionality similar to lofting.
(Curve) / Properties / Data / Geometry / Bevel
The problem is it only seems to allow a single primary shape plus a taper shape to generate the geometry along a path.
I cannot see a way to implement more shapes like you can in other software where you could add dozens of different shapes to transform between.
However one of the key features of Lofting is the ability to generate your geometry along a path which might be rather intricate, and Beveling a curve allows you to do just that.
By using curves (splines) either bezier or Nurb you can assign another curve as a Bevel Object which is then applied as geometry along the base curve.
There are options to Cap and Taper.