for me it seems, there isn't the last version of the import script available. i'm using another version of the ogrexmlimporter, and even that doesn't bring the bone assignments and vertex weightings into max.
but by looking closely to your screenshot, there is an option in your version of the importer to import the skeleton.xml.
from where do you have that version of the script? i would like to have that too, but the source could not be found. :/
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