For help the "Inset" Function on objects that have been Splited by Max's "SPlit".
Just export the object, delete it, and re-import it! Make the Inset by 2 faces!

Be careful, the object cannot be subdivided directly!
It will be necessary to export it in OBJ, option "Quad + Triangles"
then use the _importOBJ by Max or the native function!
SubD / Create / From file!