You’re working at a very small size and running into the “tiny face issue”.
Between the small radius of your circular profile and the large number of edge segments along with the very small radius of the arc in the path, SketchUp won’t make the required faces. This is where the "Dave Method can help.
See:
Do you really need the large number of segments in the circular profile? Are you still trying to make it fit around a 1 in. dowel?
