Tube frame.
Tapped holes after welding the frame.
It's a simple assembly of square tube stock.
We add the holes using the hole wizard and get this error message on several holes
"no valid edges for cosmetic thread creation found"
Those holes don't appear. We can create a second set of holes that contains only the failed holes in the EXACT same location, and the second set works.

What does this error mean?
How can we avoid it?

I will add that a surface is selected before calling up the hole wizard - the position sketch is a 2D sketch. All faces in question are co-planar and all holes and cosmetic threads are intersecting planar surfaces.