Hmmm. So, I successfully exported a .dae from Brawlbox, opened it in 3DS Max 2012, and had I working model of Marth, bones and all. In fact I did this a few times.
Now however, I only seem to be able to import his skeleton. Can't figure out what I changed, but it seems to happen consistently no matter what I tweak. The one thing I did right before all went awry was I switched the bone option from "Convert as dummy" to "Leave as bones". I switched it back of course, but to no avail. Anyone else experiencing anything similar to this?
(On a side note, Max 2009 effectively converted him into a starship so, I suppose the lonely skeleton is better than that!)
Fixed, somehow. I changed the "File content" setting from "Add and update animation" to just "Add". I'm not certain that's what fixed it, but if anyone else has this issue, try that first. I'm not touching my settings again.