Hello, David.
We actually do support caustics already! Look at the daily releases and you'll find them in the newest builds. We will support VDB eventually, don't worry. The problem is that it's a new piece if code that will have to be written, as it is very host-specific. The 3DSMax implementation cannot be reused unfortunately.
And we are not fully biased towards Max, for example the Fisheye camera appeared in the C4D version first ;-)