Oops. I have to correct myself: please ignore the previous post. The separate caps and bevel materials did not, at first, seem to show on the sweep nurbs because they were set at the wrong end. And that was the case because I thoughtlessly filled in “C1” and “R1” in the selection line of the material tag. After I changed that into “C2” and “R2”, however, I did get the desired result. So, in other words, “Bear” was right, but please make sure you check at the right end!
P.S. Of course, you might also like to be able to separately colour the various strands or rows of the “sweeping sides” of the sweep nurbs object, but I have no idea how to do this without first making the object editable. For a playful loop involving sweep nurbs objects, see this movie. This only serves to illustrate the kind of sweep nurbs object I had in mind. (I am presently rendering a sketch & toon version with separate caps en bevel materials, but since my previous Sketch and Toon movies did not compress well into Mp4, I thought it best to just refer to this old movie with singular materials; I tend to post my WIP on my weblog at https://luepp.blogspot.com).