This is strange. I fly the 208 more than any other. It has never failed to pick up the localiser and then glideslope at which point I engage approch, AND switch from GPS to NAV of course . I do sometimes forget that. So I cant verify your experience. Same good experience with the Diamond, Beechcraft etc.
As long as I do my stuff right, approch never fails. Having set correct altitude for glideslope intercept, VOR and CRS of course.