Light directionality is basically a glossiness parameter of BRDF. You can even simulate CoronaLight with CoronaMtl:
Create a rectangle with CoronaMtl (your "light"), and create a 3ds Max spot light shining right onto the rectangle and on nothing else. The rectangle will reflect some of the light and illuminate other objects - so it is a "light". Now make the CoronaMtl assigned to the rectangle 100% reflective, IOR 999. Now by changing the glossiness parameter you will influence if the light will be scattered in only one direction, or in multiple directions. Congratulations - you now have fake CoronaLight with regular CoronaMtl! And: Reflection glossiness parameter == Light directionality parameter.
PS: if you want to try and render this,
a) make sure you have MSI=0
b) post results ;)