I finally find out why my textures are won’t export when I try to export my max file to obj.
I take some time to find out, so i suppose it can help someone.
When I “created” textures for my project, I simply modify existing ones and I didn’t change the material type.
So be careful :
3Ds Max WOULDN’T export “Arch & Design” materials. So, you just have to change the material type and it would work ! \o/
Thx for reading