After downloading a statue from Quixel bridge and saving a Thea proxy (using the Simplified Geometry option), I have imported (using drag-and-drop) the .skp file with simplified geometry into an active SketchUp model.
I got a folder with the following content:
Always launch Thea before using Transmutr. It allows it to generate a single mod.thea file instead of a folder with xml etc files.
In your case, it looks like thea tries to render the proxy and not the detailed model. Therefore I suspect it has lost the link to the detailed mesh.
