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.
change face merge to "no merge" and note that you will then get tangent lines on your part.. then you will be good to go in assembly.