@Mellandry
I tried to apply a default material, but that didn't seem to change anything.
Actually, it certainly changed the visibility of the mesh. The first image you showed was completely black. Now the grey of a standard material is showing on all but a few of the faces. The faces that are black may need to have their normals flipped. (select the black faces and in the editable poly rollout>Edit Polygons click "Flip" ; if it came in as an Editable Mesh, the flip function is under Surface properties of the rollout.)
I also checked the statistics, and all the geometry should be there.
Something doesn't add up. In your first post you said the mesh was 800K polys and you reduced the count to around 20k. Using scene statistics, you are displaying the total number of polys for the scene as around 23 K, but the object visible in the viewport has far fewer faces/polygons than 23K. Certainly less than 100 polygons/face total. If you select all of the visible polygons it will tell you how many have been selected. Alternatively, go to Views menu>Viewport Configuration>Statistics and set to "Total + Selection" and click OK.
It looks like there is only 1 object in the scene from your scene explorer display. So it is possible that there are hidden polygons in that one object. To check for this possibility, select all the polygons while in polygon subobject mode and select Unhide All from the rollout. That may reveal the hidden polygons.
If the above does not help then I would suggest you try exporting via .fbx the mesh from Blender (since it was fine in Blender) and then importing this .fbx file in max. Personally I like .fbx format for export/import better than .obj format as I have found it to be more forgiving across apps. Anyway, hope something here helps.