Please check the netlist. When you use the $MGC_IC_DEVICE_LIB/coupled_inductor instance, you should see three lines in your netlist similar to the following.
L2 N$2326 N$2327 0.4m
L3 N$2328 N$2329 0.7m
K1 L2 L3 0.5
The single instance defines the two inductors used by the coupled_inductor. Did you use this same symbol? Which version of the Mentor Graphics tools are you running?