I am experimenting very hard with UV Mapper on the Mac. I found out that saving a complete GROUP as .obj (i.e. the whole body, including chrome of the car) and importing it in UV-mapper gives you all you want in one texture file. The only thing is, you should give them all different names. (So a left and a right version of a tail light should have according names)
Selecting all and shrinking it (shift "-") gives you the opportunity to select-per-item and nudge them to a specific place.
It's is like making wooden puzzles in kindergarten all over again!

Nowadays I sometimes make duplicate versions of parts, one version to texture, one version to remain in place to show where additional dirt, exhaust tracks should be placed.

After making a UV map like that one can choose how to export. "Export as one group" is very nice, because you only have to apply one shader to one combined object in Carrara.

Still, to put the whole shebang in one texture map (like a complete car), seems a bit unpractical. But combining, like, all chrome, can be a good idea.
To make things really realistic dirt and rust should have a certain direction (i.e. where would you expect those crushed flies...), sometimes that takes some experimenting, because once you rearrange the parts in UV Mapper you cannot see clearly what is back or front. So some back-and-forth swapping of simple texture maps (just colors) to see where a particular pixels ends up will occur. To prevent painting the best crushed insects you ever created, and later finding out they will spend their live (well, their death in this case) on the BACK of the grill.

The short version of my answer:
No, you don't have to generate new .obj files. You can export complete groups.