Hi Steve - there's a bit of irregularity in the shape near the tips, if you look closely right at the tip here you can see it's slightly pointed:



That's not good for filleting, because any sharpness between edges like that means that fillets generated from them do not touch exactly and need to have a corner patch put in between them, and that tends to be difficult for it to figure out when it's only going to be a little slivery patch piece.

So to tune that up, you want to go to this area of your profile curve:



And get these points here to be all in a flat line with one another instead of slightly zig-zagging around:



You can do that by grabbing one corner of the edit frame and squishing it down until you get "flat" snap. The other end of the curve also needs that done as well to make the revolve nice and smooth on the other end.

I've attached a 3DM model file with that done to it, and it will now fillet but you'll be limited to a pretty small radius of something around 0.1 units, because much more than that and these tightly bent areas that you have will start to collapse in on themselves:



If you want to fillet it, you may want to make these tightly bent areas to instead be totally sharp corners in the initial revolve and then fillet them at the same time to round them off:



- Michael