Hmm everything seems fine from the screenshots. And you did mention it worked fine in the HairWorks viewer, so it can’t be an with exporting from and is something in the engine. Can you post a screenshot of the Hair component settings in your blueprint? Might be some setting there.
EDIT: Also can you show me how you’ve set up your hair guide curves in 3Dsmax? if the guide curves do not begin exactly at the vertex of the mesh, that guide curve won’t deform with the mesh. Hope that helps