aha. Proving the old saying: A picture is worth 1000 words, a video is worth 10,000, and the model is worth 100,000...
You have to look really closely, but there is an error that flashes by at 0:14 in the video below:

How Paste New works is: Fusion copies the selected component's features, and dumps them into a new component. Then, it invokes Move, selecting the new component. What is happening in this case is the copy operation failed, but the Move command still gets invoked anyway. Because there is no new component to select, it goes back to its default setting of "Bodies". You can see the same problem if you do "Save Copy As" of that same component, then open it in a new tab and Compute All. We will look at why the fillet fails. It seems a strange case. I did notice that the Copy/Paste Bodies feature also fails in the original as well as the copy. Not sure if that is related or not, but, in general, it's good to get all those errors/warnings fixed as soon as they happen.
Jeff Strater
Engineering Director