Yes you absolutely can. You can do this by simply editing the Materials zones in Poser, using the group tool, and then saving a new copy of the figure to the library. Choose the "create new geometry" option. Poser will automatically generate the new OBJ.

There's a better way. The auto-created OBJ files will be divided at the body part seams. You can create a better result by taking a few extra steps.

1. Find the original OBJ for the figure and import it like a prop. 100% and no options checked. (DO NOT START WITH THE FIGURE!!!!111oneonebangbang. Import the OBJ)

2. You must not move the prop, add or remove polygons. ( ... this is why we don't start with the figure. It may have baked in translations and the geometry must not get moved)

3. Use the group tool in Poser to create a new material zone. (same way you did on the figure)

4. Export the prop as an OBJ. "Include existing groups" and "Preserve Material Names" checked and no other options, Scale100% (this creates an MTL file too. You don't need the MTL. Delete it.)

5. Now find the CR2 for the original character and open it in any text editor. (Notepad or a CR2 editor, Don't use "Word".)

6. There will be two references to the OBJ file. Edit them both to refer to your new geometry. (One is near the top of the file and the other about mid-way)

7. Save the edited CR2 with a new file name. like MyFigure.cr2

8. Back to Poser. Open the new CR2. The new material group will be assigned a random color.

9. Edit the new material zone to have an appropriate texture and save the edited figure to the library. (Keep existing geometry.)

Now you have a figure with your extra material zones and the OBJ is not divided as would be the case with an auto-generated OBJ.