According to the AutoCAD for Design and Drafting documents, the CHAMFER command creates a beveled corner between two lines, while the FILLET command creates a rounded corner between two lines. Both commands can be used with the Polyline option to apply chamfers or fillets to all corners of a 2D polyline1.
However, in this case, the lines are not polylines but separate line segments. Therefore, using the Polyline option will not work. Instead, you can use the Multiple option to chamfer or fillet multiple sets of lines without restarting the command2.