You need to understand how Gmax works.
Gmax is free to modders but you'll notice that you can only save in the Gmax file format. The reason you can't save in any other format is that discreet (the company who make Gmax) licences their SDK for Gmax to the game developers who use it to program Gmax plugins which you use to output whatever model format is used in the game.
So Gmax is pretty much useless without the SDK. Blender can do everything it can and it can save in many different formats to boot so until someone gets their mitts on the SDK Gmax is nothing more than a glorified low poly modelmaker...
With the SDK the sky is the limit

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"Friendship is unnecessary, like philosophy, like art... It has no survival value; rather is one of those things that give value to survival."
- C. S. Lewis