The file you have opened is most likely the product of a function in Pro/E called "Shrink Wrappping".
Shrink-wrapping is the name of a function in Pro/E. The intent of this function is to create a part whose surfaces describe the overall assembly yet eliminate the internal components and detail. The intent is to protect intellectual property. It can be presumed that the designer/engineer/company that created this assembly either wanted to protect their intellectual property OR they wanted to reduce the file size of the original assembly so that it was not so unruly. It can also be presumed that they believed that using the Pro/E shrink wrap function will do so. It does; however, the shrink wrap function is extremely unreliable, trims surfaces poorly, eliminates many surfaces altogether, and essentially creates a useless file as the result. A non-solid, unusable surface model at that.
There are really only two solutions to this:
1) Spend an unreasonable amount of time fixing the part to a semi-useable state in TransMagic. This is possible but would require an expert user and would probably take about the same amount of time as re-creating the design.
2) Ask the sender of this Pro/E file to release at least the critical SOLID parts of the original assembly. The sender could just include the critical assembly parts that include mounting locations, etc. They don't have to send all the proprietary working innards.
In our experience there are always a multitude of unstitched edges and missing surfaces resulting from the Shrink-wrap function. Not missing because TransMagic failed to translate them but missing because the shrink-wrap function had completely eliminated them way before your read the file into TransMagic. In order to fix this file you would need to manually re-create these missing surfaces and use TransMagic's Lite Repair function to stitch the surfaces into solids among potentially other things to get these models into a useable form.
The bad news is that no single person or software application would be able to automatically produce a useable CAD file from this file. Your best bet would be to exercise Option 2 above.
The good news is that there are some settings in Pro/E that will help to improve the quality of the Shrink Wrap function output. To achieve the best results please observe the following Pro/E Shrink Wrap settings: