Hi BR,
The question may be related to the file type/size and what conversion is made internally from 3D Max.
You may want to do some tests with a very simple object and only one texture to convert, to see what variables give you the best result. You may also have to save out the textures from 3D Max, and then reapply them within SketchUp.
I hope that helps a little.
Best,
- Craig