Hi @markus.langseth,
Thanks for your question! I just tested this in 3ds Max 2021.3, and a multi/sub-object material with 3 different PBR materials loaded into each slot rendered fine with ART.
Can you please confirm that you used the Customize > Custom Defaults Switcher to change your Max settings to be ART-specific? Or did you just change to the ART renderer in the Rendering > Render Setup menu? (If so, I'm wondering if the PBR materials that you load then are still Arnold-centric.)
Please let us know, and we hope to hear from you soon!
Jon A. Bell
Senior Technical Support Specialist, 3ds Max