It's possible the fitting is bad (just had the same problem on a Befco RFM).
If this is a typical zerk fitting, there's a tiny ball on the end that may be clogged. Use a small pin punch (brass, if possible) and try to push it by hand.
If it still doesn't take grease, find another, simlar "good" (one that you know will accept grease) fitting on your tractor and replace the "discrepant" one. If it takes grease then, you men know you have to replace those fittings.
BTW, when you pull the "discrepant" fitting out...take a look in the holes to ensure they aren't blocked in some way.
Question for you both...have these fittings normally been taking grease?
If they have, there may be dried out grease blocking the area the grease would normally ooze out.