I can't find any issues here either, I've investigated the export process of that specific asset "Canyon Sandstone Rock", the asset is exported to 3ds max/Corona with 2.5cm displacement value. Although it might look a bit excessive when compared to the actual asset within the Quixel bridge, please note that the previewer of the bridge doesn't seem to have any displacement whatsoever (only albedo, normal, ao/cavity, roughness).
Regardless, under similar lighting conditions, the result is pretty much the same, do note that Quixel for some reason exports all assets within 3ds max with 99 bump, usually this creates some unwanted artefacts on the model, I would suggest you lower it to 1.0-2.0. (please see attached images)
I hope this helps.