I don't know enough about the CR2 files structure but I'm curious enough about this issue to learn.  I'll open up the bad and the good versions and compare.

Coincidentally, why would some figures be saved as just a very large CR2 while others are a CR2 with a OBJ file?  Does it depend on what was used to create the figure in the first place?  If so, how do these large CR2 files (that include geometry) get created in the first place?  Does it have something to do with the constituent PP2 props that it includes? 

I'm little mirky on how all these various files play together in Poser apparently.