Maya doesn't do smoothing groups so they can't be exported. There are some smoothing group generation scripts available - not always 100% reliable though. Failing that.. Can you derive creasing from hard edges in the opensubdiv modifier? I've not tried
In most game pipelines you need hard edges only on uv borders. Cause of this i would ignore the hard edges on export and run a sript to create smoothing groups from uvs in max There are serveral out there.