In order for Solid Edge to make geometry that you can make relations to, you have to be careful about how the sweep is put together. I just yesterday made a couple of sweeps that I was able to make mate relations to in assembly. I know it works, but to create a situation where it won't work would mean that SE is approximating something with a spline. It might happen because of a twist induced or non-prismatic shapes or a transition between section shapes or one of a hundred other situations. Would it be possible for you to post a part file?
As soon as I posted it I knew what was wrong!
I had the wrong setting in the dialogue box. It should be set to no merge.
Sorry about that and thanks for your time.