Unfortunely this is the result of the way DAZ chooses to save scene data.  Instead of saving to 1 file Studio divides things into folders and sub-folders writen to the "data" folder.  In someways  this approach has benefits in that it can save disc space.  For example any scene that uses Victoria 3 saves her info to the same Victoria 3 folder and sub-folders.  This is true for all models used in any scene, since a lot of the same models get used over and over it can save a lot of space if you are the type that keeps your scenes for long periods or just make a lot variations.  Of course along with making load times (and the initual save slow) it complicates archiving a specific scene since you have to back-up the all the neccessary folder/sub-folder in the "data" folder (not to mention rounding up all the texture files).