Remember that a solid in Rhino is a set of surfaces and extrusions which are joined to form a the outer boundary of a volume. There are no special “solid” types of objects. When you use ExtrudeCrv or ExtrudeSrf with Solid=Yes Rhino just caps the extrusion to form a closed surface.
To find why your surface is an open polysurface rather than a closed polysurface use ShowEdges with “Naked edges” selected in the pop-up panel. A naked edge is an edge which is not attached to another edge. Your geometry after filleting has two. One way to fix the naked edges is to use JoinEdge. JoinEdge doesn’t change the geometry to actually fix the problem. Rather it causes the edges to be considered to be joined. This can cause problems if further work is done, particularly generating additional geometry using the edges. For this geometry JoinEdge says the gap is .00544 mm. If that gap is small enough there won’t be any problems, and you won’t be modifying the geometry you may want to just use JoinEdge.