""""""""""My customer now tries to get it done in Catia, a software I know nothing about."""""""""

One thing to know is it costs something like $20,000

"""""It's really too bad that on these models, imported from Catia as Step, I can't even fillet a single trivial edge, no matter what mode in MoI.""""""""

Can you provide an example?

Filleting is one of the more complex things to be done in CAD. It's not trivial.