Guys thank you for your answers! However, I dont have any technical background like yours. What I am exactly sure that, blender can able to render hard / soft edge objects without splitting mesh. However, I understand from your answers that MED could not support this feature right know so I have to use Edge Split Modifier

I also want to add that, I had similar issue with 3DS Max as well despite using FBX 2010 with selecting "Include Smoothing Groups" option.

I hope someone response my concern with more definitive explanation.