Import explosion from 3dsmax to Unity3d not work?

I use “PArray” in 3dsmax to make explosion with a Box,and I export FBX file.
When I import this file to unity3d,I found it just display a simple Box and an empty object “PCloud”,
and No animation(and there’s nothing in the animation list),
So How Can I make that animate?

It doesnt export/import particles. (might work if they are made as mesh with Mesher-compound object)

I have made simple particle animation importer, but it might be bit heavy for long animations: