Issue here is that FBX assigns materials by objects, while in Blender it is by default assigned
to meshes (obdata). This becomes critical with tons of objects using the same mesh (as generated
e.g. by exporting from Blender's dupliobjects).

We may add an option later to assign materials to objects too, but meh... We already have tons
of options in FBX. :|

Also, added some timing/steps reporting in console, helps seeing io process going on,
and spotting stupid issues like this one!