The OBJ file format DOES NOT support anything other than 3D geometry, materials, and textures (actually the texture locators and UV map information and so only one UV map per OBJ). Therefore, no bones, no animation, no lights, cameras, etc. This is the limitation of the OBJ file format.
If you need bones/animation then you need file formats like FBX or DAE. File formats are developed to carry with them specific information. For example the .max format for 3D Studio MAX will carry all the information for a scene made in 3D Studio MAX, including the way the UI is set up (such as if a view port is set to full screen when saved, etc.) and a lot of stuff that NO OTHER software will need or be able to use (since no other software is Max). Obviously, a piece of software like Manga Studio will not need 3DS Max UI info. So, export formats are used instead. Each format was developed for a particular purpose.
So all in all, if you only need a 3D object or simple 3D scene with one UV map, material information and texture locater info, then OBJ works fine. If you need additional information like cameras, animation, etc., then typically you need FBX or DAE, though DAE tends to be used a lot for 3D game development (though FBX gets used as well). Knowing a bit about various file formats will go a long way toward understanding which ones to use for whichever purpose. And it will also keep people from blaming a piece of software when it is not at fault (i.e. wondering why a skeleton did not export when using the OBJ format).