I've been running 3DS MAX on my Mac (under Bootcamp) for years. I've also concurrently run it on a PC at work. THERE IS ABSOLUTELY NO DIFFERENCE.
I have also been running CATIA, SolidWorks, Inventor, and AutoCAD under bootcamp. Again, no difference.
I have run Maya and Lightwave on the Mac side in the past, but since work uses 3DS MAX exclusively, it's what I use now at home predominantly.
As for transferring files from say CATIA (or the like) into Maya (or the like), the issue here is that the applications themselves don't construct their content even remotely similar. CATIA, Inventor, and SolidWorks are all parametric modelers. You can't even exchange the data between them (other parametric modelers) and maintain their construction hierarchies. At best all you can do is transfer the surfaces from one to the next. All information about how they were constructed or the ability to modify their construction goes right out the window. Which essentially defeats the point of transferring that data in the first place unless all you want to do is slap a material on it and hit render.
Models created in 3DS MAX, Maya, and the like behave similarly when imported into applications like CATIA (and the like)... because they don't use the same type of modeling at all.
I've moved data sets from CATIA into Inventor, from Inventor into SolidWorks, and even data from these applications into 3DS MAX and Maya. There are ways to do it, but most notably you need a plugin to do so. But even with said plug-in, it will never be like loading up the file in it's native application.
Again, if all you are doing is applying materials and hitting render... getting this data into these other applications isn't really a huge problem (with the right translators... which can cost a pretty penny depending on the applications you are trying to cross-between). It's when you need to edit these data sets, or animate their hierarchy's that things become a mess. In some cases, it's just easier to recreate them than to use them. Depends on what you are attempting to do.
And if you think that because SolidWorks is owned by the same company that makes CATIA that these two applications talk nicely to one another, they don't. Two applications developed separately that just so happen to be owned by the same company. Now at least the Autodesk products play fairly nicely with one another even though they weren't initially written to ever do so.
