Adding the fillet segments the circles... so I understand the reasoning that removing the fillet should put them back. I don't think it's that easy though. If you manually segment a circle, there's no way to "unsegment it". Therefore, the same holds true for the fillet. If you were to fillet the circles, segments are created. When you remove the fillet, you're required to manually remove those segments. You have to tell Pro/E what you want to do with those left over segments. This is the same as you'd have to do if you were to manually divide the circles and then attempt to remove the division.
What I'm saying is, this is intended functionality. You should be able to remove the two individual (smaller) segments and re-join the circles using the corner function.