Yes, I've had this happened to splined edges. I have even submitted support cases where little has been resolved. Recently in Creo 2.0 M040, I had this issue with the Volleyball I made where I projected a sketch onto a surface and trimmed to that feature. It failed miserably with similar results as you are seeing when I tried to thicken a surface.
I suspect you are on the right track with accuracy settings but it doesn't make for good geometry, it only manages to fail less. Maybe the advanced surfacing extension has better control over these types of features with some more forgiving algorithms, but with core Creo, I am not impressed with the performance of complex edges. Either something is wrong with the code, or the implementation is less than stellar.
I highly recommend you provide this to PTC as a customer support case. We really need to see some reasonable resolution to this type of error without having to resort to optional extension modules. This is particularly the case with imports since we don't have the option of pursuing the desired geometry in a different manner.