The object is not a solid object, so the planes only face one direction. A BOX is a solid object but a PLANE isn't. It's called BACKFACE CULLING.
However if you want to see the interior in 3DS MAX while its not solid, you can do any of the following:
1. Turn off BACKFACE CULL ON OBJECT CREATION under CUSTOMIZE > PREFERENCES > VIEWPORT (See Attachment-1). This only applies for objects that you create after you turn off this option, so any objects that were there before will remain unaffected.
2. Select the object then RIGHT CLICK and open OBJECT PROPERTIES > GENERAL > DISPLAY PROPERTIES and turn off/ uncheck BACKFACE CULL.
3. If you happen to have materials applied to the object and that in turn has turned of 2 sided, then you can turn on 2 SIDED inside the Material Shader (See Attachment-2).
Hope this helps
