I've tried many variations including Export All, Baked Animations, etc.
I know it works as I can do this:
1) Export a collada file from Maya/Max
2) Import into Blender
3) Export another collada file
4) Convert to glTF and the animations work.
I know MAYA uses DAE/FBX export, check to make sure animation is turned on, try different baking/cache methods. I'm working on this problem right now too, so if you have any success let me know.