Hey there
My first question would be, did you Unwrap the UVs. In general when I see something like this, that is what I forgot to do (i.e. a material that is applied, is just one color on the mesh, and it’s generally a dark color). I have no experience with MagicVoxel, so I don’t know what you would have to do there in order to unwrap the UVs.
as a side note, UE4 should be able to import Obj files as well.
Hope this helps