I wouldn't switch to Max just for a shader or a plugin, even though I have experience with it. Something different should offer real magic before I switch.
People get used to their tools, have invested in them, built their own libraries.
Sure, you can do pretty much the same things with different applications, be it Max, Maya, C4D or Modo.
The familiarity with the software basically defines the efficiency of one's workflow. People also have deadlines or no time to learn something new.
Let's take ZBrush and 3DCoat, for example. I started with ZB, even though it doesn't have such a nice clean and intuitive straight-forward workflow like 3DC and I bet a lot of things could be much easier in 3DC. (Re-)topology, UV- mapping, per pixel painting in multiple channels...
I don't even use C4D's sculpting tools for that reason.
There's nothing I can think of that I couldn't do in ZB/C4D and I know exactly what to do.
Unless there's an insurmountable wall that I cannot climb over, I have no intention of switching. Due to my experience, there's always another way or more or some yet unknown trick to solve the puzzle. Sure, I've banged my head more than once against the wall but that has led to a better understanding of the software or things in general and have always found a solution.
Every Person would give you a different reason, though it will most likely be money, comfort or time or a mix of all of them.