For the record. As far, It is not possible to import an .obj or a .dae as Building . It could only been imported as Furniture. I tested it again. May I misunderstood something?

Any 3D model format, including OBJ and DAE, represents a single 3D model. Usually a 3D model is a piece of furniture or object. It can represent a complete building but it will be a single object. Only the Sweet Home 3D .sh3d format represents a building where you can manipulate the parts as they are defined, i.e. walls, rooms, furniture, etc. So yes, you can import a complete building but it will be like it is furniture where you can change the colors/textures of the materials but not change the dimensions of the individual parts in the model.
To some extend you can split the parts but you will not get walls or rooms as defined in Sweet Home 3D, only as pieces of furniture.