Hi JL, it's probably because these surfaces have a type of malformed shaping:



Some corners of those surfaces are not distinct, they come to an "anti-tangent" type arrangement here:



Also another thing that's not good for filleting is a kind of tight bend in the surface here:



Getting a good shape on the ends of this type of shape tends to be more difficult than you might initially think. It's better to make an extended capping surface which will then get trimmed rather than trying to fill in those ends by building surfaces directly to the edges, see here for some strategies:
http://moi3d.com/forum/index.php?webtag=MOI&msg=1002.2
http://moi3d.com/forum/index.php?webtag=MOI&msg=3137.1
http://moi3d.com/forum/index.php?webtag=MOI&msg=6134.1

- Michael