Here's another screen shot from Max 2012. This is the same model from MoI. I have added an edit Normal modifier so you can see the normals. This is showing the vertex normals of one of the filleted edges and they have been imported perfectly.

Sharp edges (not shown here) have 2 vertex normals, as they should.

Incidentally, the Max importer does import vertex normals but if the same fbx file is imported in to Modo, the Modo fbx importer discards the vertex normals. The problem there is with Luxology's implementation of the fbx importer. For Modo, LWO files import correctly with vertex normal data.