you can't export pathfinding models with the currrent exporter script cos they lack "TVFaces", which means they don't have a texture layout or something (I guess).

I'll try to explain how pathfinding works without getting technical:

You have a network of nodes, which are linked together. The links define what nodes can be reached from what node. If node A is linked to node B, that means a unit on node A can walk to node B without bumping into any obstruction, meaning that links are always straight lines.
In RTW, nodes are usualy placed on crossroads or "marketsquares", the links are placed on the cityroads.
When a unit is ordered to move to a certain place inside a city, the game will look up the corresponding node of that location. It will then calculate the shortest way from the current node the unit is standing on (or nearby), to the final destination. It will basicly pass all nodes and return the most effectient (fastest, shortest in distance) path it found. The unit will then use this path to move from node to node until it reaches it's destination.

The pathfinding models are obviously a graphical representation of the nodes network. I doubt that this model alone is enough though, there should be some way to actualy state what node is attached to what link. Maybe that is stored into the cas file but not editable in 3DSmax. Because we can't export the models we can't see if the network can be altered by just moving the link and node meshes in 3DSmax - maybe it is that simple.

It might be possible to create pathfinding models with meshes that have TVFaces, so they are exportable. I'll look into that sometime next week.