Thank you for answering, sorry for late reply, I forgot to enable "notifiy".
Actually I'm using fbx, and I did enable "smoothing groups" in th export options. I even applied different smoothing operations on the mesh before exporting (select all faces and autosmooth them, and a smooth modifier as well), and verified more than once that the mesh looked smooth.
It is looking smooth in max, and even in SD, so I don't understand what's going on.