This is a great discussion around best practices in modeling. I certainly advocate for not putting fillets in sketches whenever possible. That's not to say "never", for instance if part of the design intent in the sketch requires a fillet then by all means put them in the sketch. If, however, the filets are only secondary or tertiary level of detail/transitions required for manufacturing, I almost exclusively use fillets as features rather thank sketch entities. Two reasons:
1. In the event that you find yourself working with a problematic model, the simpler the feature set that defines the geometry, the easier it will be to diagnose and fix any problems. Sketches should be distilled down to be as simple as possible, the definition of "simple" is entirely up to the designer or the standards set by a company. This principle helps reduce the burden of corners <pun> one can paint themselves into in a parametric modeler (this is not unique to Fusion; Inventor, PTC, Solidworks, etc. all can support poor modeling practices that end up with a model that can become riddled with problems and errors). A very simple illustration of this is say I have a shelled part, the primary shape is built from a sketch with all the fillet details necessary to create my finished plastic part design. If that shell fails to meet the requirements of the thckness that you as the user needs to determine "where" that failure is occurring. Experience tells me that the failure will likely be in the radii of one or more of the fillets. now I have to edit my sketch to find the problem and the potential for downstream features to be compromised greatly increase and you'll often end up "hacking" the modle to get it to just work so you can move on.
2. If you are working on somebody elses model and need to "fix" a problem area or add additional detail, say add some reference to a theoretical corner that is filleted, if that geometry exists in the sketch, but not the model, It's pretty easy to make the necessary reference. If your collaborator adheres to this modeling principle then your job can get done much faster and subsequent users won't be looking at "hacky" models.
good talk.
hope this helps,
Jamie Gilchrist
Senior Principal Experience Designer