After looking more closely at your skp file, I found that the problem is actually that the facets of the curved end are narrow compared to the depth of the follow-me profile. This creates a complicated intersection where the flat and curved sides meet. Evidently SketchUp can't figure it out even after I reoriented the profile perpendicular to the flat edge and scaled the component up by 1000 to allow for what TIG mentioned. The attached picture shows what I got. I displayed hidden geometry and selected a couple of Faces to emphasize the fact that SketchUp did not complete the intersection of the two surfaces at the corner.
It is not terribly hard to clean this up by selecting the defective faces, doing an intersect operation, and then cleaning up the spurious parts. However, it seems to me that this fixup should not be necessary. I think this could be considered a bug in follow me.
Steve