This is a known limitation of the MM render channel implementation in V-Ray for Rhino and SketchUp. Our developers will review how it can be improved for the next major release.
In the meantime, there is a workaround which requires some manual work:
1. Take a note of the Object ID numbers assigned in the .vrscene file prior to exporting it.
2. Import it as a proxy within Rhino. In this example, I’ve exported a simple scene from V-Ray for 3ds max containing 4 boxes with Object IDs 1, 2, 10, and 14:
If you cannot remember which IDs have been used in the .vrscene, open it with a text editor and look for each node’s objectID parameter.
On a side node, the same workaround can be applied in V-Ray for SketchUp by creating dummy components with assigned ObjectIDs and removing their instances from the viewport prior to rendering.