Hi Ditto, you'll only get caps on ends that are closed and planar. It looks like your end profile is closed, but not planar, if I zoom in on the Top view (you have to zoom in a ways) you can kind of see that there appears to be some out of plane curvy-ness to it:





It's kind of easiest to flatten such things out when they're axis aligned because you can just grab the corner grip on the edit frame and squish it to get the "flat" snap. But it is also possible to flatten something that is non-axis aligned by using the Scale1D command though, as shown here:
http://moi3d.com/forum/index.php?webtag=MOI&msg=4336.7

I used that Scale1D technique to flatten that profile down to be planar, and now it should generate an end cap on that side - 3DM file is attached here.

- Michael