you've maybe got your normals inverted. You almost always have to invert in max after extruding. Or you can just make the material double sided. i THINK that swift support double sided textures, wrong?
Actually, it helps Swift if you unify (not invert) normals before import. Shouldn't affect the ability to see the geometry. According to E-Rain, it can affect render quality.
My double-bladed lightsaber had dozens of extruded shapes and imported just fine. However, you have an interesting point.
Guess we should look at the .3DS file and go from there.