As I use Vue 7 (Studio Pro), I can't tell you if your version has something wrong.
But I don't think so.  And I don't think you did something wrong.
Acording to my experience, to import a Poser figure with success is a question of luck ! Sometimes it works like a charm and sometimes it doesn't. I never understood why.

I see only two solutions.
1 : try to import your figure in an empty scene,and save it as a .vob object before to place it in the final scene.
2 : export your figure from Poser as an .obj object and then import it in your Vue scene.