I have this problem in Vue 5I. I was hoping 6 would break the link. The only way I've been able to get around it is by saving it twice. I import the pz3 into Vue and save it as a VOB with textures included. I then delete it and import the VOB I just created. When it asks for the pz3, at the bottom of the selection window, I change the pz3 selection to show all files and select the VOB. When it imports this time I resave it as a VOB. Naming it the same so it will replace the old one. It's probably not the right way, but it doesn't ask for the pz3 file anymore and you don't have to ungroup it.