I suspect the model and its textures weren't imported into Anim8or correctly. Make sure you have all of the texture images in the same directory with the model when you first load it into Anim8or. That way Anim8or is guaranteed to find all of the necessary texture images.
When I loaded your model into Anim8or with no texture images available, it complained about only one texture image. In other words, Anim8or is only looking for the one texture image, so that's the only texture that Celestia will try to load, too.
I made a white jpg with arrows to show the texture image's orientation, and they point in the same directions on both the Anim8or model and the 3DS model exported from it as seen in Celestia. See below.