Sketchup model into 3Dmax

I want to reference/manage link my sketchup model into 3Dmax. So I export Sketchup to Autocad then reference/manage link the autocad exported dwg into 3Dmax. So far so good but when I make changes to my sketchup model and reference again into 3Dmax all my asigned materials in my max model are gone.
BTW I did checkmark “Use scene materials assigments on Reload” Any suggestions why that happens welcomed.

DWG or DXF are file formats that do not natively carry material information (the AutoCad integrated renderer uses proprietary xdata to store its info). Why not try another file format like FBX (or 3DS or DAE)?