I generated a custom art brush that strangely shows rounded corners instead of "real" corners.
How is that possible?
Art brushed are "stretched" between guides along the path.
Art Brushes don't have sharp corners. The art essentially has "smooth joints" where it is bent around the path. As opposed to "mitered joints" which have an angle.
Based upon this, and your previous question, I really think you need to edit the arrowheads and create a custom arrowhead for use with a standard path. That way you get circle end caps in addition to sharp corners where you want them.