As LTR mentioned, if you assemble the parts by mating or aligning surfaces etc, the assembly will assume that the two parts are bound at that specific joint. This would appear to be okay for the bolted joints but what about the other adjoining components you mentioned?
An easy round way this is...
In my humble opinion, Pro/Mechanica WAS a terrible package to use - the integrated mode with Pro/Engineer had no mesh refinement options and the GUI was aimed at the Pro/E modelling requirements, not the analysis aspects.
There was no control over the meshing whatsoever, and the meshing was not...