I've been able to confirm why you've had a problem in Fusion 360. The F3D file as well as the OBJ file confirms that there are only two pieces involved in the model. The main body is one piece, including the red forward side "buttons." The other red locking segment is the other body which would slide out on its own and not perform as one might expect.

Thingiverse has a few Milwaukee M18 postings, but I do not know your objective, and cannot determine suitability for your project. The files you've shared will not perform in the manner indicated.