Typically this happens when using NWCs. There are a few ways to correct this:
- If you have access to the source Revit files, experiment with applying materials to your objects rather than relying on view filters
- Use the appearance profiler in Navisworks to apply colors. Then use a batch utility export to export each desired layer as an NWD which maintains colors.
- Open your Navisworks file and hide/show layers and perform a "Save As" > NWD for each layer combination you want.