Please see this video, I am trying to join to points in a smooth manner, first it’s in FontLab, it connects two end points smoothly (well almost? since I had to move it and actually connect them?).
Then it’s Glyphs App which only creates a corner (also note right at the end 0:43 a strange bug where the top node disappears when I hit cmd+z).
If you look closely, it has to do with the path direction. As a workaround in the meantime, you could simply close the path with a straight line, and then opt-click to add the handles.