When you export as an OBJ file, the colours are not stored within the model, only the separate pieces, the polygons that shape them, and which material covers which polygons. If you want to colour after exporting it you need an MTL (material) file named after the model's OBJ file. This holds all of the different materials and surface types.
When you export an OBJ from 3DBuilder it will also save an MTL file with it (if you don't just click cancel, anyway.) You just need to import this MTL file and assign it to the mesh.
Hope this resolves your Query !!
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