I have discovered a bug in the exporter that makes the export fail when you have the Selection Lock Toggle set in the Max UI. When that button is set (also set via Max Spacebar), only the currently selected item in the Max viewport will get exported (even if it isn't a part of the model).
I have fixed this in the 0.996 (which I haven't loaded yet since I am still testing it). I may load it tonight.
PS. I discovered this since my three-year-old son kept hitting keys while I was working! ::)
Version 0.996 is out and fixes this bug.