Custom sphere collision not importing correctly?

When I import my sphere into UE4 (with auto-generate collision unticked) it says there aren’t any collision prims and there’s no collision on the object whatsoever.

With the provided image you can see that I’ve cloned the original mesh in 3DS Max and added a PhysX Rigid Body to the cloned object, which surrounds the original mesh. From following a tutorial, this SHOULD be working but for some reason it’s not.

Am I doing something wrong? Any advice would be real helpful as I don’t know of another way of making custom collision myself.