this is not about your problem, and I hope you can do what you want to do.
well. I don't suggest you to export all your level into a single file.
this way you can not use LODs for your models, and you allways have to render all your scene which may decrease FPS.
export your models one by one using Alex exporter by unchecking reset transform. and when you import all your models into LE with same position, they will be place as they was into 3ds max. you are able to set different LODs for each model, define visibility distance for each model, and create phygens more precise..