Just to add some follow up on this:
Catia is unable to fillet those models as well, neither me nor my customer really understand why, but before we dive into endless debugging sessions, we decided that I'll rebuild the models for now as SDS objects - and he will look into MoI/Rhino for future construction. :-)

I only need the fillets for visualisation and rendering, so the results from SDS are just fine, therefore I didn't want to go into a loop discussion ;-)
Sorry if I came over defensive.

Thank you all very much for the input!

Cheers,

Tom