Try this. Re-open the file in NC that has your models and just save it - same name as the file you converted earlier. Then go to Preview tab and open the file again. When you open it, there is a pop-up message "reset my display...", I choose 'no' because I want to see my LOR models I created and the NC models.
I know I had some problems and even went and re-converted the file, but I really don't think that did anything. My mistake was that pop-up message - I responded as 'yes' and never got to see my LOR models. Hope that helps.
OH - one other thing, in your models you set up, be sure and check the box 'part of my display'.