i have the same "mixed" experience with the MDL materials. Ahead of the texture issue and the missing controls there are some more issues, reported to SWX. Render failures, animation failures and so on. At this time i would recommend NOT to use the MDL files...
For 2019, MDL imported appearances are indeed real-only. You get what you get. We are expanding on full editability for future releases.
Meanwhile, you should remember that texture mapping, is a property of the part the appearance is on. So in this case, the texture doesn't display on the Camaro car body, b/c it's texture mapping properties are set to UV and there are no UV's. If you put ANY APPEARANCE at all with a diffuse texture, on the camaro body, you won't see it unless you modify the texture mapping properties on the body.
There does seem to be a small bug here in that we don't display the underlying part texture properties in the "Texture Mapping" tab when the appearance is selected. But again, these are really just a duplicate of the part properties...so if you switch to Part selection mode, and click the body, now you can switch it from UV, to something like Box. And then scale accordingly and you'll see the texture.