Yup, from what i can see that's not a bug with GameGuru, that looks as Myke said as if the model hasn't had its skin wights set properly, or may have non-zeroed bones.
There's a small piece of software (i can't remember where it came from now) called Mender, if you run the model through that it should fix the non-zeroed bone issue, and for the skin wight issue loading and saving it via the DirctX9 MeshView program can in most cases fix that (i've attached meshview to this post for you).
I usually run any model with bones through both programs before importing into gameguru just in case, seems o work most of the time.
EDIT: you can download Mender from here:
https://forum.game-guru.com/thread/210022
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