Sometimes it’s much easier to generate a profile sketch for a sweep feature somewhere along the path. For example if the path crosses normally to one of the reference planes.
Previous versions of SOLIDWORKS required the profile sketch to be placed at one of the endpoints of the path, as it could only travel in one direction. This may have required a reference plane generated at the endpoint and normal to the path (see this blog post as an example).
New in SOLIDWORKS 2016 is the ability to sweep in Direction 1, Direction 2 or Bidirectionally.