This is what I did:-

Loaded the Poser capsule prop into the scene.
Exported the model.
Loaded it into my modeler, (Truespace).
Added sufficient edge loops so as to resemble the posted image.
Saved the new OBJ.
Grouped in UV Mapper.
Used the UV Mapper weld vertex option.
Wrote a PHI file and used it to create a figure.
Loaded the figure into Poser.
Posed the figure (orange capsule on the right).
Noticed splits at joint seams.

Created a new capsule from scratch in Truespace.
Grouped in UV Mapper.
Created a figure as before.
Loaded into Poser.
Posed figure (purple capsule on the left).
No splits evident.

My conclusion is that its not a bug in Poser's jointing, grouping or figure creation tools but there are unwelded vertices in the original Poser capsule prop that even UV Mapper was unable to fix.