Examining the Intersection Report
The validity of the interface is only checked during the intersection process and not during the original selection of the boundaries making up the interface.
During the validity check, if no intersections can be found for the two interface boundaries then a warning message is displayed in the output window during the initialization process:


The likely cause in this instance is that you either selected the wrong boundary pairs or did not set the axis of rotation for an axisymmetric case. It's possible that the boundaries are not coincident in space within the specified tolerance. Changing the verbosity of the interface output may provide additional clues as to what is going on.
It is recommended that you delete or reset the interface and attempt to recreate them once you have diagnosed the original cause of the problem.