In SpaceClaim, on the Workbench tab, the Share button creates shared topology, which creates a shared node between coincident vertices on lines, between coincident edges on surfaces and between coincident faces on surfaces and solids.

Shared topology is very helpful to connect bodies together during the meshing phase by automatically creating shared nodes, but this requires the items that have shared topology to be in the same component.

Try deleting all the shared topology in SpaceClaim and see if the assembly is brought into Mechanical in a different way. If it comes in the same as it was in SpaceClaim, I would not be willing to give up the convienience of the shared topology to get that because it would mean more work creating contacts or joints to connect what was automatically connected using nodes with shared topology.