There are a couple of things about your part that are causing problems: One is that it's a loft. It looks like it's intended to be planar-sided, but if you pass a section through the pillar, the sides of the profile aren't linear, they're composed of splines; there's some unintended curvature there, or maybe it's just that ACIS interprets as intended to be not linear/planar because it's a loft. It's simple to rebuild as an intersect of three polygon profiles, but another workaround is to set fillet offset values a minute increment higher than the radius value. Filleting often fails because it is more complicated than you might think at corners where more than two faces meet. Setting the offset value .001 than the radius, I can successfully apply 5.25mm radii with offset values of 5.251. Doing that, you only have to check three or four of the edges red, the program associates the networked edges with green highlights. It's a different story if you want to apply different values to different edges; in that case you'd need to vary the inspector bar options, check/uncheck "smooth vertex" and "select smooth sequence", but it's still advisable to apply a small increase to the offsets.
V2019's got a lot of extra bells and whistles, but I don't think your problem is version-related: I saved your file back to V21 and it fillets to the values I cite with the offsets treated this way.