Opening the .dae file in Preview on Mac shows four differently shaped and coloured components, as in your image.
Importing the .dae file to SU 2021 shows only the rectangular Lego block. That has the rectangular yellow/orange brick component definition called Component, wrapped inside another component definition (named skpHgNQWg).
No sign in either Component Browser or Outliner of the other three. And nothing Hidden either.
So I can only confirm your observation.
But, bizarrely perhaps, when I import the .dae file into SU v8M1, it gives a warning that the file cannot be validated and may crash SU, but imports it anyway and shows all four bricks. They are all loose geometry, but separate, double wrapped inside Component, further inside the weirdly named parent component.
In both SU versions, the brick is hugely out of scale for a real Lego brick at 3190mm long.
And when I reopened the component for editing in SU8, it crashed with a Bug Splat after a few tens of seconds.
Tried importing the .dae file into SU 2014 and 2020 as well - doesn’t work any differently in either from the 2021 import.
Hope though that you can import the saved v8 file and use it. It works fine when opened in SU2021 from the saved v8 model.
The file is HUGE for what it contains - (7.6MB originally) - even after purging which didn’t reduce the file size at all.
There’s something wrong with the file, I would say, as well perhaps as a bug in the .dae importer in versions later than v8M1.
I’d be inclined to redraw it from scratch, myself, before trying to do anything with it. And use fewer segments for the circles. There are far more than are needed, and they will just bloat the file size in any larger model.
PS. The file seems to import upside down relative to the Preview appearance. And when I view it from below, I see the word LEGO repeated on all the round pins, as loose geometry. That will raise the edge count but not enough to account for the huge file size.