Fei's ultra cannot ever complete in a juggle, because like Cammy's it would create problems with characters "teleporting" to the ground when the camera switch happens.
It's the same with Ken - his full Ultra requires to be hit on the ground (or at least not in a juggle) because the opponent would go from a falling animation into a camera switch, teleporting to the ground.
The only 2 "teleport" ultra in the game are Gouken's and Abel's. I'm not sure why it works. My guess is different startup depending on how close your opponent is in the case of Gouken, but that's it.
It's pretty sad - the only character they fixed for this is Rufus, because his Ultra doesn't do a camera switch, and not all hits are ever guaranteed, but the properties of the ultra (the vacuum effect, mostly) ensures the final kick will hit, leading into the final raise the rufus animation.