From the official documentation:
No smoothing group information was found in this FBX scene. Please make sure to enable the “Export Smoothing Groups” option in the FBX Exporter plug-in before exporting the file.
Even for tools that do not support smoothing groups, the FBX Exporter will generate appropriate smoothing data at export-time so that correct vertex normals can be inferred while importing.
No further clarification on that, sadly. And one more thing, title says you are trying to import a .obj file, but note how the error refers to the .fbx format. Make sure to use the correct format.