Yeah, you do need to have a material on your mesh.
I attached an archive with a blender file containing a model from the game with a material set up and a modified converter script. Converter is modified to use a texture plugged into Emission input of the Principled BSDF as a pattern map.
Material doesn't look right in blender, but that's fine, it's only meant for exporting purposes. You can just copy it to your mesh, and load the appropriate textures into Image Texture nodes. The one plugged into BaseColor input of Principled BSDF is meant for color\albedo texture, the one plugged into Emission input is for the pattern map, the one plugged into Normal Map node is for normal. If your model does not have a color\albedo texture, as many customization items don't, you can just delete that node.
Note that textures have to be in .tga format.