It's in your import template settings - not sure right off the top where to change that info, but you can always select the file number in the feature tree and add a different color, plus show the shaded edges..
I did check through the options and the only thing I could find is where you can choose the part or assembly template, so I opened an iges file and the color is the same, however it does come in as shaded edges missing, so all you need to do is select show shaded with edges.
It's in your import template settings - not sure right off the top where to change that info, but you can always select the file number in the feature tree and add a different color, plus show the shaded edges..