Why it still possible that Indesign can do rounded corners properly? Specially when using strokes. Please take a look. Adobe, fix it, please. It is sad when a bad feature seems a bug.
There's not much context here. But with InDesign's vector tools you should be able to adjust any corner's roundness, I would think. It just may not be very automatic, or self-adjusting — ID's tools are fairly basic and graphics manipulation is more in the convenience/courtesy end of the spectrum; I think it's assumed you'll turn to Illustrator for anything very complex or detailed.