Well in fact i didn't want to say the native format of blender.

Well, each engine should have a dedicated plugin for some 3D formats and extract only the essential informations.
but yes the problem is that FBX format export from 3DSMAX is perhaps not the same as Blender export FBX Format or another.

For example : Ventilator have been able to create a export plugin for Blender to MDL A7.
If Unity would give him the Unity Format , prhaps he could write a plugin for Unity.
Well : The idea is that teams could pay externals people to xwrite specific plugins for some popular modelers to the engine

Caus for Unity for example you could have two plugins :
plugin 3DSMAX : 3DSMAX->FBX for Unity
plugin Blender: Blender-FBX for Unity