I just ran a quick test for this as I’ve not directly paid attention to that before. It doesn’t look like there is a way to retain the name of the material slot from Max. If you need to see what specific parts of the mesh that material will affect you can select the “highlight” check box under the Element 1 or 0 and it will highlight the surfaces that it will directly affect.
Ah! Never noticed that one. It’ll do as a workaround. Consider this a feature request. 
I know this has nothing to do with your post, I have a question. How did you make the triangle shaped mesh for your level design. Im having issues with the edit mesh feature
You mean the hangar structure? It was modeled in a 3D application. All except the walls, floor and roof in the grading suite was also modeled in a 3D application.