Rokas, in your last example, it looks like it is not a "Metal handrail 1" preset from the library.
so here is my step:
1. I create corner spline with a corner type vertex at the corner
2 I create RC object and load "Metal handrail 1" preset from library
3 Pick spline in style editor and by default have result with a gap (look at he picture)
4 but if I change default mode to any other or switch bevel corner off then the gap is gone