The latest version of 3ds Max Omniverse Connector exports USD to Blender 3.6 alpha USD branch without any texture files. This problem has been bothering me for 1 week, I tried to use various versions but nothing works.
@dfsq1234567 what material and map type are you exporting from Max? you may want to make sure the material(s) and map type(s) used is MDL compatible through the connector export.
If you can provide a zip of a file that demonstrates this issue, I can pass it along to the Max developer. Unfortunately I am unable to look into this myself because I neither have Max nor know the program any more.