Maya's default material is called Lambert1, if an object is imported with the same name it'll rename it so it can fit it in the scene. Your Lambert1 material is being renamed to Lambert2. Rename your Material something else before you export it to import it with the same name.
Thanks Udjani for your help, one more question: My animations are all named "Take001" in Unity, is there a way to rename this in Maya? It could cause some problems when I will have a lot to manage...