Just because the engine can interpolate between two rotations doesn't mean it will get the animation right. You have to make sure everything looks nice in the splines and will loop effectively when your animation segments are played. Also you have to make sure that when you create a rotation like for tires that you always end up in the same orientation you were in from the beginning so that it can loop without a noticeable hiccup.
Make sure that whatever local axis your bone has is in alignment to your rotation so you don't have to do lots of work with the splines.
Looks like you can manipulate the data for the splines in Track View in 3dsMax. http://docs.autodesk.com/3DSMAX/15/ENU/3ds-Max-Help/index.html?url=files/GUID-D22C4E4B-A6F3-4D7B-94C8-21B594E56498.htm,topicNumber=d30e239756
This lets you look at the graphs for the curves of the bone's xyz rotation over time which is used to define the spline. The axis you are rotating on should ascend or descend until the end of the animation(easiest way) or every time the rotation comes back around(in case you are having some kind of overflow error), it will look like a zig zag with every zag going strait down when the rotation matches the original position, each zig should be identical so the rotation would not vary in weird ways every time the wheel turns.
It shouldn't be a curve it should just be line segments because the rate of rotation is fixed(3dsMax will generate splines with interpolation as smoothing into and out of which will create undesired animation of the wheel starting up slow and easing into a stop which might not be noticeable if you are only watching one loop), you don't need to animate acceleration because the engine can simulate that when it smooths in from a fixed position and you can't loop an animation like that to make it look like the wheels are spinning at a fixed rate without hiccups between loops so this is the part where the animation tools are doing too much work for you.
I'm assuming you are having animation problems and not export problems, if not this is still useful to know.