This problem is due to to the way the extrusion shape is computed and can be fixed by setting the first normal in the Path3D object used to compute normal for the extrusion. See this discussion: Need help getting piecewise extrusion to look like longer extrusion - #5 by lowclouds
It looks like this fix was incorporated into Babylon 5.9.0, but there is a bug in it that kills the fix -
// extruded shape creation
path3D = firstNormal ? new Path3D(curve, firstNormal) : new Path3D(curve);
path3D = <any>new Path3D(curve);
the second line overwrites the fix