And then what happens? If you go to the Outliner, can you see the imported object in the list?

I don't know much about DAZ Studio, but I do have a copy, so I opened it up and exported an .obj file. If I left the preferences as they were (I think the default is to export to Bryce), the object was there in the Maya scene, though quite small. If I selected Maya (1 unit =  1 cm) in the "To:" drop-down list, Maya imported the object, but you have to zoom out to see it in your scene because of the scale.

I know you said it's not an issue for you, but it would be better if you were able to import .obj files just in case you need that in the future.