The grouping tool can do this for you.
Select the ball object, open the grouping tool, create a new group (name doesn't matter) and choose "Add All" The whole ball turns red - all polygons are selected.
Now choose the button "Assign material" and type a new material name, e.g. "Ball"
You can remove the group, it was just a temporary container to hold the polygons that you wanted to select.
Do the same for the cylinder (choose another material name).
Now export as .OBJ and reimport. While the colors are "lost", the material names are not, and you can assign separate textures/shaders to the ball and the cylinder.

The pen is mightier than the sword. But if you literally want to have some impact, use a typewriter

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