The Curve Rule on the selection toolbar should allow you to filter to "Single Curve":
Note that I've also highlighted (in green) a handy-dandy option called "Stop at Intersection" which you might find helpful on your travels. It stops a chain selection of curves where it intersects another curve.
I've attached a similar result using Intersection Curves and N-sided surface rather than Combined Curve Projection and Thru Curves. I also adopted @MarkLawry's suggestion of Extruding using Until Extended (upto the Mesh surface).
The curve rule is one way to choose curves either connected, tangent or otherwise.
Another way is to create sketch groups in your sketches. It is also located in the curve rule. See pic below.
In your case you needed just one curve, but there are sometimes cases where you maybe need more than one curve. When you choose this sketch group rule it is saved in the feature, meaning that if you go back into the sketch and update the sketch group removing or adding curves, the steps afterward are also automatically updated and it is stable.