As Poser currently stands, there is currently no way to import a complete character OBJ that was morphed in another program, and create a full body morph out of it - that is, without splitting it apart into separate groups That capability is very high on my wish list and I might have mentioned it to SM more than a few times . This feature would be a HUGE Godsend, especially because it's less likely to change vertex orders if you work with a full, un-split OBJ as a morph target.

If you're looking for other solutions immediately, Poser File Editor by Dimension 3D has the capability to do this one morph at a time (and I think the same feature might also be in his "Tool Collection for Poser", which costs slightly less). DAZ Studio's Morph Loader Pro (which is part of their Figure Setup Tools Bundle) can bulk load full body OBJs as morph targets. 

One other possibility ... if you've created the character for yourself rather than for sale or distribution, the only thing you would have to do is create a copy of the CR2, and then edit the path to the OBJ file (in two places) to point to your morphed OBJ file instead of the original OBJ. Make sure your morphed OBJ has the groups in it, though. BUT ... not sure how this would act with other morphs that were originally based on the original OBJ.