Fusion 360 to Cura: prints as single objects vs. one object for each component

[aag 2]

I have recently replaced my main machine. Now, every time I print from Fusion to Cura, each component is treated as a separate object. This creates all sorts of headaches in Cura, because objects are pushed down to the build plate and lose their joints to each other. I am not sure whether this new behavior is due to some updates, or (more likely) to some erroneous setting in either Fusion or Cura. Can anybody shed light on this?   

[DivingDuck 62]

This was, what I did in the past:

https://community.ultimaker.com/topic/36953-printing-more-than-one-object-at-a-time/?tab=comments#comment-288819

Here is an example:

Blue are steps to print (I choose the top hierarchic for this demo)

Red is the part I exclude from from the print.

Result for Cura is one stl to print