Continous animation issue

Firstly, a video showing the problem: https://dl.dropboxusercontent.com/u/283669/stc/unity-anim-problem-h264-yuv420p-baseline3.mp4

And the asset files that may be used to reproduce the problem: https://dl.dropboxusercontent.com/u/283669/stc/unity-anim-problem-src.7z

We are working on a tutorial of replacing drum in a printer, but I'm struck on the animation. As shown in the initial part of the video, it's 3 connected animation clips showing the 3 steps of the operation, each consists of only animation of sub-element positions (no bones, etc.), and could be displayed correctly in the preview window. It seemingly didn't work too well in Mecanim, unfortunately. As demonstrated in second part of the video, I created an animation controller for the printer model, with 3 connected states using the 3 animation clips respectively, and configured all transitions to occur on "Exit time = 1.0" and made the transition time 0 (so that Unity will not attempt to blend the animations). I found the second clip not inheriting the sub-element position changes already made in the first clip, and the third one not inheriting from the second one, either, mostly breaking the animation, as shown in the last part of the video.

I suppose I could simply merge those 3 clips and stop/restart in the middle of the animation from a script to handle this, but it doesn't look like a really clean approach. Is there a way in Mecanim to let the second clip correctly inherit the sub-element position changes made in the first clip?

Thanks in advance.