Hi Rui- the workaround is to Mesh the joined object and Explode the resulting mesh, possibly rejoining some of the sub meshes, as needed, and then assign materials to these and render the meshes rather than the solids/surfaces.
It's a real pain to have to assign materials after exporting and reassign them each time the geometry is updated. Needless to say the same goes to UV mapping.
This absent functionality really bugs me and just can't understand the big difficulty to implement it.