If you're going to loop something, it has to musically and dynamically have a natural transition back into itself. Otherwise, the loop just sounds like it's interrupting itself.
Hard to tell without an audio clip, but if you hear a change in intensity between the end of the phrase and beginning of the next one, something is probably wrong with the performance or arrangement.
If you're just playing sustained chords, you could just do it the old fashioned way, i.e. play the song all the way through. It will sound natural and requires no crossfades, editing, or digital magic.