Michael, thanks for the 3ds file, it looks OK now.
I send you a 3dm of one of the 3 lights hanging , I export in obj with default density. I send you 3 screen captures from MAX.
The problem can be corrected with the "normal" modifier of MAX.
001.jpg=the error dialog when I import the obj file.
002.jpg= a Max viewport
003.jpg= a simple render before applying the normal modifier