Import of OBJ has bad obj centers

I have a model we created in 3ds Max. It’s made up of multiple objects. I’m able to export it as obj and import it into blender cleanly, except for one thing:

The object centers are wrong. They are all at the origin. For example, in a mechanical object that has a leg-like mechanism… the center of the thigh is modeled to be at the hip, the center of the calf is at the knee. That’s the rotational pivots I need.

But in Blender, the objects all appear in the right place but have their origin at the origin of the scene.

Anyone know what I’m doing wrong here?