Do you mean the images open as z stacks rather than composite (multichannel)?
If you want to preserve the channels as separate (essential for quantitation), you can do Image > Hyperstacks > Re-order Hyperstack and choose Channels >> Slices and Slices >> Channels as below. Then your "z stack" will become a multi-channel image.
You can fix the colors using Image > Color > Channels Tool.
I would not use the "RGB Color" conversion if I was going to analyze the intensity or particles later.
Hope this helps.