There is already a post about this (reference: https://cvl-demos.cs.nott.ac.uk/vrn/index.php), but it hasn't been resolved and I'm evidently too much of a noob to even comment on it, but I'm having the same issue and have tried a fix that others have posted as successful. It is not successful for me. When I try to import the OBJ created by the site, I get this...
The problem is that .obj doesn't support vertex color and what this website is doing is against the specification of the format. In Blender 2.8 you will be able to import the model, but the vertex color is ignored.
I would suggest to load the .obj into a software that implements the feature of storing vertex color after the vertex coordinates, for example MeshLab and then export it to a file format that actually supports vertex color, e.g. .ply. You can then import that file into Blender with vertex colors.