Some people prefer to do it that way - make a single mesh object (which just shows one body in the outliner) but then they paint it with a bunch of different materials, so there's a material for the left forearm and a material for the right forearm etc. Then when you export (with that box checked), each of those material zones becomes a group. It involves extra steps because once you get to poser you have groups but not the proper materials, so you have to start assigning skin materials, selecting fingernails and making them a different material etc I try to do as much as possible in Wings because it has such superb selection tools, whereas trying to select the faces of one toenail in poser is close to impossible - the selecting is difficult and the camera orbit is worse.