I’m not a max user but I’ve been importing fbx from daz to maya and I have encountered some of the same problems you seem to be describing.
1. Check your export for what morphs are going with it. Each morph comes into maya as not only a blend shape but also a complete mesh which can really begin to get large when there are say 50 morphs or more.
2. The materials come into maya pretty wonky across the board. The hair, eyelashes and cornea materials are using a transparency map, in maya it’s an easy fix by checking a box called “alpha is luminance” in the file attributes.
3. The rigging is pretty bad, even in daz. Importing it into maya it works the same as in daz however if there are a lot of morphs used sometimes it comes in way out of position or proportion. If this happens you can set up your character in daz as a new morph, adjust the rigging in auto rig and export it and it should come in properly. The weighting is another issue however as daz uses triax weighting and, at least in maya, this is not supported so you end up with just one of daz’s weight maps controlling the mesh in maya, which is still pretty good for the most part and can be easily tweaked to work properly.
As you learn max you will likely appreciate daz even more for how simple it makes things. But, like bohemian3 I agree that the power of max/maya is hard to deny even if it is more effort.