If you import an FBX file that contains Smoothing group data into 3ds Max with the Smoothing groups option activated the FBX importer will import only the smoothing group data and ignore any modifications made to the normals. For example, this would happen if you modified the normal directions, but the object also had smoothing group information.
This is due to a limitation, see Importing Explicit Normals and Smoothing Groups for more.