6 years later... It saves my day. And probably the next one too !!!
Thank you for that tip, I was becoming mad, using terrorist Maxscripts functions in order to manipulate the vertex map channels but in the Utility "Map Channel Infos" I had like 3 times my number of mesh vertices as Map Info for vertices colors and 1.5 time for the alpha values...
Then, I did what you explained here, and I also ticked the "color by vertex" feature for both vertex color and alphas, and now my exported .nif is just like my 3ds max mesh, using the same vertex values : Hurrah and thank you very much Gandalf ! ( Well, Crazy Lion )