Curves in Falloff Output map in the reflection of metal and glass are can not be exported to FBX and OBJ. Who works with V-Ray version lower than SP1, be careful in the materials section BRDF is Microfaset GTR (GGX), if your version is older than SP1, then select Blinn, Phong or Ward - that you prefer. Otherwise material will be black, so don't forget that ;)