The option to save as an obj, wrl, or 3ds only happens when you are in 3d, so I kinda got that part!
There are some definite similarities between AC and (the other software I won't mention here!)
It has the same export option that you need to be in a 3d mode in order to export the model.
I did find out that the 3ds file does come in correctly. All I saw was a camera or something rather, way, way, way far from the center, so my test walls were quite tiny. I deleted this and the walls appeared.
But, the question is still curious. obj and wrl files come in sideways, like you've drawn the house on the south elevation. And forget about dwg or dxf files, the completely come apart. Instead of a box, I get an "X"
I guess I should relent. Max is an Autodesk program. Does everyone else use C4D or ? I've seen the renderings from AC and they are just about as impressive as Revits' (being sarcastic) I've seen good from both, but nothing compares to the rendering software.