I think if you use the U4E models, as in Draco, grim and stuff, they work just fine, i could be wrong but i'm fairly certain i tested that. I assumed that it was intentional the thing with the default models.
Problem is i thought that because most fortress games do so, however they do it because they have skins or change the size of the models, U4Ef i don't believe does anything depending on your class? So the model i thing is a bit wierd!
BTW_ Default models does make it so the standard models are used, best leave that one off.(Thinks)