I took a look through the SOLIDWORKS KB and found this article which seems relevant to your situation:
Q. Why is it not possible to create a compatible mesh between a shell and solid component?
A. The reason lies in the formulation for solid and shell elements. Solids have three degrees of freedom per node, and shells have six degrees of freedom. Because of this incompatibility, even nodes that are coincident will never be merged
So, it would appear that it is a known limitation in the software.
Thank you Ryan
That's the kind of answer I was expecting.