It's in the development code (version 5.5) as a new smoothing option "smooth path" that works in both 2D and 3D.
gnuplot> help path
The smooth path option generates cubic splines to fit points in the order
they are presented in the input data; i.e. they are not first sorted on x.
This generates a smooth spline through a closed curve or along a trajectory
that contains loops. As always, a separate curve is created for each set
of points in the input file, where a blank line separates the sets.
Plotting smooth path with filledcurves closed will guarantee that each set
of points creates a closed curve. Plotting smooth path with lines will
generate a closed curve if the first and last points in the set overlap,
otherwise it will create an open-ended smooth path. See
smooth_path.dem
Making the smooth parameter available for splot too is neccessary... There's no easy way to plot smooth lines in gnuplot.
It's in the development code (version 5.5) as a new smoothing option "smooth path" that works in both 2D and 3D.
Demo for the 2D case here:
http://gnuplot.sourceforge.net/demo_5.5/smooth_path.html