If you're sure that textures were in the same ZIP file or in the same folder as the OBJ or 3DS file you imported, the problem could come from the format of the texture images (Sweet Home 3D 4.6 supports only BMP, WBMP, GIF, PNG and JPEG image file formats), or from a bigger tolerance in other tools about the way they accept to load linked files (case sensible, subfolder...).
Could you post some links to the 3D models that caused some problems?