What are you trying to do with the light? The sharpness is not a concept that directional lights know about - it’s a directional light, afterall. That means it’s like an infinitely large light source covering the entire scene, and shining in the one direction. Spotlights have sharpness - that’s the rate at which the edges drop off as the light beam moves away from the axis of the cone. Also, you may well be seeing the difference between ray tracing and realtime rendering.
Perhaps you are thinking about things like specular highlights or emissive colouring? It’s really hard to know what you’re trying to do without either some screen shots of the differences between the two, or what file you’ve generated from Max, which loader is being used etc etc.