Drill operation not working on nested parts

Drill operation work perfect on a single part. The issue I’m having is if I nested multiple parts, the drill operation won’t work (error msg is “no holes found”), do I have to use CAD software to create a single file with multiple parts and then import as a single drawing?

The easiest way to diag this is to review a customer support.zip file. Please make two, one with the single part example of it working fine and one with nested part example of not working.