That's pretty much always the case - the .ase file doesn't contain any textures (at least that import). You will also have to import a texture (.png is the best format as transparency works) or recolor all the object's parts.

Usually with an .obj file, there is an obvious .mtl file that has the texture information - ususally with another .jpg file. .3ds files are a bit more difficult, since they are binary. If the texture isn't provided also, you will have to extract it in a modeling program, which can be pretty hard.