I was afraid somebody would say this
Maybe I have found a way of getting around it.
I tried to use a taper object which has a straight line only at the end going abruptly to zero.
That way I can sort of close the tube, it is not a straight closure but a cone shape.
If I now hide that cone a bit, it might still work.
Thanks for your help. If somebody has a better idea, please let me know
Is it absolutely necessary to use a bevelled curve?
I have attached a .blend with a mesh based approach
demonstrated.
It is made from three meshes Start, End and Body.
Body has an array modifier applied to it, using the
Start and End meshes as Caps. Then I applied
a curve modifier to it.
Gives a similar result to BevOb but with caps, you
could even make the caps all quads and Subd friendly.
Or different at both ends?