I'm guessing that you have Pro Pack. It has an option to compress files, which you can toggle on or off from the Edit menu --> General Preferences.

Pro-Pack-compressed files have a "z" at the end of the filename extension, so that a cr2 become crz, etc. It never occured to me that it compresses the .obj file also, but that is apparently the case. Other than turning off compression and resaving the figure to the Library, I'm not sure how you could convert those files. I do recommend that you convert them, though, because regular Poser users (without Pro Pack) can't read the compressed files.

Pro Pack doesn't create .rsr thumbnails for its Library. It uses .png thumbnails instead. You can convert these to .rsr using yarp's P3dO Explorer, available in Free Stuff or at SENO Software. It has an rsr-to-png converter plugin.