I tried mental ray and that looked even worse, didn't try vray. Stupid Max scanline. I didn't use a smokey clouds gizmo because I didn't know there was a smokey clouds gizmo. I was using smokey clouds planes (or rather pFlow generated smokey clouds planes) because that was the only way I knew of off hand to get smokey…
Is there some reason you couldn't use atmospheric gizmos instead of smokey planes? Basically the gizmos make smokey clouds max understands as smokey clouds instead of planes. The clouds gizmos can be animated like planes. Provided you aren't restricted to using planes for some other reason? Create > Helpers > Atmospherics…
The smokey clouds box is working better with the volume light, no more edges showing up. And I was able to use a script to get it to work with particles, and I wrote another script to add the atmosphere effect on all those gizmos. Lights don't seem to have any effect on them though, may be a problem.