Looking at some content I found, it seems like some people have been able to bring the 3ds Max’ Hair and Fur modifier into glTF:
Testing the latest version of 3ds Max 2020 and exporting a object with the Hair and Fur modifier to glTF is not working. Is there any working workflow for this?
There is no possible way to export hair and fur to glTF. Its simply not supported by the file format at this time.
The only workarounds are to either 1) use .babylon format as we do support it in our own scene format, or 2) export to glTF, and manually create and assign your hair/fur material in-engine.