Hiding meshes in preview doesn't actually get rid of the mesh, it just disables rendering of it. Unfortunately, most formats don't tend to support such a "hidden" feature natively (I'm certain that FBX does, but I have no idea how to reliably set whether something is hidden through Autodesk's insane SDK...not that I've actually looked, I suppose that might be handy), so that setting doesn't carry over to export. Export from preview does exist to export data as seen in the preview and as modified by the data viewer, though, just to verify that point. I personally tend to use it mostly for exporting model+anim combinations after matching the anim to the model via drag-and-drop. (though you could again accomplish more or less the same thing by using the -loadanim option on export)
It should however be trivial, as chrrox mentioned, to select objects by name to hide/delete them in your modeling program of choice. I'm assuming you must be aware of how to do this much, mainly because I can't imagine what business anyone would have importing models into another program without at least knowing how to do so much as select and hide/remove objects in that program. It's probably something you have to learn how to do anyway if you want to get anything interesting done. I also recommend FBX as your format of choice for exporting to Max and Maya, because I know they handle importing the data well and keeping mesh names intact. For Blender, I don't really know, because I've never tried any Blender FBX importers. If you're trying to use SMD or something (don't!) that's going to fuck up the preservation of meshes, because that format just pools everything into material-based triangle lists.
