Illustrator :: Expanding Blend Mysteriously Changes Shape?

I've used the blend tool to make a series of lines between two other lines; I need to expand everything so that the whole thing becomes a fill-only object (no strokes):
 
- I expand it (Object > Expand; Object box checked, Fill box checked, Stroke box checked) and the object becomes strokes-only (no fill at all)
 
- I expand it again (Object > Expand; Object box greyed out, Fill box checked, Stroke box checked) and the object becomes fill-only (yay!) except the shape of the lines has changed (boo!). Unchecking the stroke box and leaving only the Fill box checked seems to have no effect, the object remains stroke-only).