It seems that vray has no option for making parts of comlex models illuminate the scene properly. Detaching parts of a mesh and apply a vraylightmtl is slow and complicated. It seems like a basic feature is missing in vray for 3ds max. Implementing the direct illumination option in the Multi/Sub-Object Material would be very helpful.
Thank you 
EDIT: ah, i see, i hadn’t noticed the *direct lighting* bit.
The devs will know better, but it’s unlikely it’s been an oversight: making a submtl only act like a mesh light is between hard and impossible.
On the plus side, it’s really not that difficult to write a script to detach parts of selected meshes which have the right mtlID, and i’m sure the internet has something along those lines.
It could get a bit more complicated with animation, but it’s likely a surmountable issue.