Sorry Burr, I have to laugh :D, because I was going through the exact same dilemma that you're going through with HS.

When this happened to me I went through and tested each option, and the same thing happened if I imported a .3dm directly, as Michael mentioned, for simple single objects there was no problem, when it got to the complex stuff like the camera and Robby it failed miserably, so I exported .obj from MoI, opened in HS and as mentioned it 'glom's' :) objects together.
OK lets try the SeparateOBJ utility, yep it works but separates every surface, so if you have 999 surfaces, you have to apply a material to every one, one click at a time.

So I decided to go through Carrara and apply colours to each object and group them in there, and that workflow seemed to work, that's how I did the camera.
As for Robby, I tried another method, I looked at HS import options and saw .stp, if you have an assembly of parts then step will recognise and I think assign a tag to each part, Michael can elaborate on the workings of step 'cause I don't know exactly what it does, opened it up in HS and hey presto! all separate 'solid' pieces/objects, the way I modelled it in MoI.

So I guess HS .stp to .obj mesher, not masher, :) handles things better.
Anyhow to cut a long story short, Save/Export from MoI as a step file and open that in HS and start assigning your materials, it's that easy.

Cheers