They are probably faulty so Trainz won't load them. You can try running the program in Compatiblity Mode, which is found off the Main Menu when you load Trainz. Note: This is within Trainz, and not Windows compatibility mode.
As an alternative, you can repair the asset. For this you need to create a reference for the shadow, and or repair other problems with the configuration files.
Just a note here: The assets were always broken. It's just TS2010 is less forgiving so it reports the errors with better error checking. This has made the program more reliable than the other version.
Others hopefully will come along here with some suggestions on fixing the content. There are other threads on this, but the search tool doesn't work well in the forums.
