And this is the way it should have looked (the character, not the trees and such.) This is from a much earlier picture, and I believe it was actually exported to Bryce in OBJ format, but it was from the exact same PZ3. You should be able to see the clothing as it appears here, which didn't import correctly.

And as I said, it's not always clothing. Sometimes it's just portions of the body mesh itself, or the whole body that doesn't import.