If you have any kind of 2D shape and move it up into the third dimension, what do you call it, because it seems like prism is used only if the base is a polygon.
It also seems like extrusion is a more general term and not strictly a mathematical one as shown in the link:
In varying contexts, I've seen this type of object called a (generalized) cylinder; a tube; or a prism. If you're looking for a term to use in some piece of writing, the main things are to use something simple and familiar, and to be explicit about your meaning if the term is non-standard (or there's other danger of ambiguity).