The Bongo hierarchy code is based on the objects ID number that they're given inside Rhino. When objects are copied between the files Rhino might change the object ID, because the number has to be unique (two objects can't have the same number). This causes problems because Bongo then thinks, based on the ID numbers, that the different objects are linked that actually aren't in the original file.
This problem will also show up if you copy/past a hierarchy animation inside the same file.
The current work around is the following: