I think I remember a work-around for this... but I'm not sure.
What I did was I got the ship completely set up through Max->pof. Then, I took just the hull and ran it Max->3ds->cob->pof.
Then, I did a global data import from the first one into the second one. Then, the second one worked fine.
I don't know if this will work for you, or even if this is the best way to fix it. It worked for me, and I didn't take the time to look for a better way of doing it.
NOTE: This entire post is based on my memories of the model conversion I did several months ago. As such, take anything in it with a grain of salt. If BtRL decides they want me as a model converter, then I'll be able to help you better.