This is a very late comment to this thread, but it may help others with the same issue.
This should work at least for ver 9.0 Layout.
You can just add the MAX file as if it were a LLB file from within the library manager.
You do this by opening library manager.
Then click add library button.
It will offer to open files with extension *.LLB , pick "files of type" *.max instead of *.LLB.
The max file gets added just like a normal library file.
You can then copy and save footprints to existing libraries.
Another option is just to open the *.MAX file as normal and save it as *.LLB This deletes the layout information in thre new *.llb , but the files seem to bloat a bit.
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This actually allows some nice tricks for creating libraries with documentation for printout, by creating max files in place of llb files.