Blender is one of the few polygon-based modeling applications which can be used to achieve this type of geometric shape very quickly and easily, out of the box.  Self-looping bridge extrusions like this can be done in almost every reputable modeling package one way or another, but Blender's parameters make short work of the task, in some situations.  It does depend on the direction of the vertex normals, and the face angles, which is why it's usually necessary to extrude the faces before executing the bridge edge loop command for this type of result.

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