@yc46525qq: Nothing is lost upon export in this case. It's just you need to learn how materials works in general. You can see materials properties in umodel by pressing "M" in the viewer and clicking on respective material name - those properties are also available in separate prop txt files upon export. ActorX importer supports basic materials layouts for 3ds Max via "mat" files, but in most cases it's up to the user to recreate materials manually in third party tools according to their properties and exported textures (if possible, considering additional shaders and other things). Like it was already said above, it's out of scope of umodel, it's better to address related questions to respective communities.
It's worth to note that issues with textures reported by catYYmao should be fixed for a while (more info
here). And regarding the issue reported by kusapaer, export of native UEBA audio is supported in latest builds as well (more info
here).