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If this is happening even with the "Dismantle Incoming Groups" option checked, then the reason they are locked together is probably because you have the "Open By Layers" option turned on when you open the Illustrator file. This option makes everything on a single Illustrator layer a single object.
The "Open By Layers" feature is very useful when you are working on a design and need to edit the Illustrator file and have the changes applied to your 3D objects.
For more information about this, see the section in the manual called "Reload Layers".