When blocks with different materials, or boundary conditions, or other properties intersect, HFSS/Maxwell geometry engine, which is not based on object priorities (which would limit flexibility in high complex projects) can not decide which material or property to apply to the intersecting area. The only case where it CAN decide is when a smaller object is completely submerged in larger exterior object, like the airbox.
So you have to use boolean operations for defining the objects and parts explicitly.