There might be a difference between CAD solutions (CATIA i.e.) and "real-time" viewers (Review or Unity i.e.). PiXYZ Review is indeed based on a "Y-up" viewer.
To retrieve your CATIA configuration, you can :
Select the Root node and with a right-click ask to "convert from Z-Up to Y-Up"
Or, if you always face this situation, then you can configure this rotation automatically on import through your Preferences (Edit menu > Preferences > ImportSettings)