I'm also having this issue. I split up the nasa wrench, deleted two of the parts, and then exported it. When I tried opening it in another program, it was unable to open it. I wonder if it's just slic3r, or maybe I shouldn't be splitting up the parts like that.
Although I only used the latest version 1.2.6 to try it. What version did you use? It could be a bug or something. Hopefully others will have more insight.