Hello,
In this case the best option is exporting the hair object as Ornatrix Alembic, back to Maya, create a hair object in your character from the basic preset and collapse the whole hair stack. This creates a BakedHair operator, there you can load the Ornatrix Alembic file exported from Max.
There is no way to transfer the hair from ona application to another and preserve the hair stack structure, settings, etc.
Jeordanis Figuereo (Product Designer. EPHERE Inc.)