Currently, you'll have to prepare the final Multi/Sub-Object material for this RailClone object.
In our original design for RailClone we expected material creation to be a part of the preparation to create a style. For example Forest includes the ability to consolidate materials because it's much more dependent on using multiple plants from different sources. Instead, in RailClone usually each segment is uniquely designed for a specific style, so part of the design includes preparing the materials.
However we've had a few requests for this feature so we are currently evaluating whether to use the same method in RailClone as Forest (create a multi-sub material on the fly), but that this adds and additional level of complexity to the plugin. In the meantime, if you don't want to do it manually, an easy way to consolidate materials by attaching all objets into a single mesh - by using default options 3ds Max creates the multi-sub material.
As mentioned in this related thread
: "We have discussed if include that Forest feature, but has some inconvenients and not all users like it. For example, material IDs of the source objects must be changed, and that creates problems with some plugins (i.e. with VRayMultiSubTex). We have some ideas to implement a more efficient method, but could not develop it yet."