This assembly file doesn't have any surfaces or solids to translate.
I tried on different CADs, it's all gives the same result.
I would suggest to get the files properly translated from your customer or try different format.
look at the size of the file it is only 17kb, that tells there isn't anything in there.
STEP files for Pro/E parts often have errors when imported into SolidWorks. It's just something you have to live with.