I decided to mess around with getting 3ds max to recognise the .3ds file for Nao. It seem it work if I unchecked bone and it came up there, but if I unchecked just animation and checked the bone and mesh (which literally can't uncheck mesh anyway) and then import it to 3ds max I don't see any bone there. I honestly don't know if it have anything to do with my laptop's cpu or gpu, or something missing in 3ds max there.
Yes I load nao_framework.frm, nao_mesh.pmg, and nao_ani_appear_01 in pmg editor and export them for 3ds max for animation that I am aiming for. Not editing the mesh. But the result of the issue is still the same.