There a few possible things to check:

1. Open the 3D Objects window. If there is only 1 object named the same as the file name, the file was limited to 1 level on import. 
   
   To fix this, delete the imported file and re-import, making sure to set Limit 3D Object tree levels by: 0
   
   
   
2. Open the 3D Objects and Resources windows. If the full 3D Objects tree is present, but the Resources tree contains only 1 Resource, then all the 3D Objects were assigned to Resources using the Assign to this Resource, don't build tree option
   
   To fix this, select the Resource in the Resources window and right click to Delete. Then select the file at the file name level in the 3D Objects tree and right click to select Resources Wizard. ChooseAssign to a new Resource on the 1st window, enter the Resource details on the 2nd window, then on the 3rd window, make sure to choose Add Resources underneath, build tree and set the Resource tree maximum depth to 0
   
   
   
3. If neither of the first 2 items solved the problem, the final thing to check is in Options>3D View>Selection. 

   When Choose selection Level is set to 1, the root object (for imported objects, this will be the file name) will be selected when you click on any object. It is a global setting (applies to all projects opened on the same computer)

   NOTE: This setting only applies when you select in the 3D View by mouse click or click and drag for window box selection. It does not apply when selecting in the 3D Objects list window

   To fix this, change the value to 0