I expect that the path names for the geometry and textures in your CR2 files is off... Poser has been modified so many times that it runs through a list of about forty or so paths to find stuff before it gives up. I'm pretty sure Carrara just looks in the one that's in the CR2 file, and gives up.

If you edit your CR2 and change the paths so they point directly at the proper files, they should load in Carrara AND be faster to load in Poser.