I might be wrong, but as far as I understand it the file im- and exporters of the current unofficial builds of blender have not been adapted to bmesh functionality yet. Therefore it is for the time being only possible to create geometry with ngons in Blender itself, but not to import it properly.

EDIT: Apart from that, be warned...
Blender is not a good solution for rendering meshes created in MoI3D. Blender has the bad habit of ignoring custom vertex normals on imported meshes and replacing them with its own averaged ones. This will almost always spoil the surface shading when rendering...

Hi David, yeah it's likely to be as Ikari describes above - the ability to have n-gons is really new in Blender and probably its importers have not been updated yet to preserve them on import.

- Michael

Thank you IkariShinji and Michael.
Yes, looks that the obj importer is not ready yet. :-(

How to use ngons
https://www.artstation.com/artwork/0n93EV