From: Joe788 on
Probably because he's doing it wrong.

[
"To me chaining is stupid and a waste of my time and shows how little
original thought is often put into designing a better way instead of
just copying what almost everyone else is doing." -Jon Banquer
]

And this.....

[
"I'm able to select the complete chain with someone else's imported
wireframe drawing when I transform their wireframe geometry to the
proper Z level. Sometimes I use break at intersection to make this
easier. When I draw the model in wireframe I change Z levels and draw
it on the proper Z level. I have not had a chance to use / read about
the MasterCAM X solid model selection tools yet and don't know how
much MasterCAM X automates the process of chaining solids compared to
wireframe." - Jon Banquer
]

I tried to help you Jon, but you didn't want the help. You're still
struggling along, transforming z depths and breaking at intersections.
LOL!