I changed it because I wanted to be able to quickly combine sets of objects in 3DC to be able to distress groups of models together.

In order to bake normals onto simpler geometry in Substance Painter, it's best to have a bake target for each material. So for a product like a knife which has two materials (a blade and a sheath), you would need two bake targets.

I don't know why you would want to voxelize your knife unless you wanted to add distress or create different bake sets.

The drone example didn't need baking, so I exported it as one object with separate meshes.

A quick test and I was able to successfully export 2 meshes at the same time into the Paint Room of 3DC and maintain their separate meshes: