I do see what you mean about a sketch not behaving once you close the spline.
The way around it is to divide the spline somewhere along the spline and letting that be tangent. You can then close the curve. In other words, you need to do this with 2 splines in a sketch.
I recommend the datum curve through points, however. This is a more stable, or reliable shape. Dividing the spline in a sketch will create a new degree of freedom that needs a definition.