Thanks Pierre. If I'm understanding you correctly, this is just an option in globals that you can just set when saving to multi EXRs? But in Max?
If that's the case, I don't see anything similar in Maya.
Anyway, in this particular case I didn't need the shader in question to have its refraction set to All Channels -- Color only was good enough, but it would be good to know if there a solution in Maya. My workaround previously was to go old school and use another render layer with a different shader.