Mmm, odd... I imported Attons head into 3Ds Max. Shouldn't make much differance since it uses the same NWmax import script.
What might help you out, is to go to script and re-run the NWmax script. That often makes failed imports magically appear. I had that sort of thing before, certain models seem to be annoyingly difficult to import and by just starting up the script again they pop in to view