3dsmax has been better with DX 9 or 10 than GL for a long time, mostly thanks to its FX shader support and DX10 if you have it. 3D apps tend to not have good support for shaders if they use GL so most people go for DX anyway.
For me it kind of makes sense why Autodesk would decide not to bother with it.
I actually use 3dsmax as a shader viewer for fxcomposer since you can load the .fx into 3ds edit the same file in shaderFX and the shader is autoupdated in the max viewport without having to mess with fx composers horrid scene setup and mesh loading. Learnt about this trick from the shaderFX author. Can easily be adapted to any world editor that displays .fx shaders really.
Thought I'd mention the last incase the leadwerks editor supports fx composer.
For me it kind of makes sense why Autodesk would decide not to bother with it.
I actually use 3dsmax as a shader viewer for fxcomposer since you can load the .fx into 3ds edit the same file in shaderFX and the shader is autoupdated in the max viewport without having to mess with fx composers horrid scene setup and mesh loading. Learnt about this trick from the shaderFX author. Can easily be adapted to any world editor that displays .fx shaders really.
Thought I'd mention the last incase the leadwerks editor supports fx composer.