When using smart mates you can add a coincident and concentric mate in one sweep by double clicking the edge where for example the shaft of a bolt meets the head and drag the bolt to a surface that has a hole cut into it. (If it previews wrong hit tab and the bolt flips.) Then drop the bolt you have added two mates a concentric and a coincident, but beware if you have chamfered holes. Your mouse icon shows that you are going to get both mates as expected but you only get a concentric Edge mate. Seems to me that you sould get a coincident surface mate also as expected by the mouse icon, and the fact that you are dropping it while your pointer is over a flat surface not a cylindrical or conical surface. Submit it to your VAR if you desire.
Corey Scheich