Havin done a little homework I believe the problem is that Discreet monitor what formats of file can be exported from Gmax by only letting Gmax run official scripts. It states in the EULA that only certain file formats can be exported from Gmax. This is presumably so that we dont all use Gmax instead of 3ds max. This means you are gonna have to break Gmax (illegal) to get it to export.

So it has nothing to do with the script and everything to do with the money involved in 3ds max - why you can import but not export.

Having said that if someone was to create a handy converter program that would convert from something common (.max .obj .md3 etc) into .cas then Gmax could be used to export to that file and then that file would be converted.