I was going to report the same problem
There's definitely something weird in the way blender is importing these models, I exported a single block to OBJ and loaded into unreal:
And then I exported from Unreal to FBX and imported into blender, here are the results from the same block imported directly from Asset Forge (OBJ, left) and using Unreal (OBJ then FBX, right):
Had very similar results exporting to FBX to Unreal and then FBX to Blender (I can't open ASCII FBX in Blender).
The weird thing is that I've imported other FBX meshes from Unreal to blender before and haven't had this problem. It seems to me that some kind of information in these meshes are making the blender importer act strange with the normals and materials. (I modified some normals in Blender, exported to Asset Forge, then imported again as OBJ, and this one didn't have issues, although it lost a lot of smooth edges and groups information when I modified the normals and changed materials)