Like I already said, you’re not going to be able to do that. You’re not missing anything, it’s just not possible.
It’s kind of difficult to explain why so just bear with me on this…
The elements that make up a scene in any 3D app are created using the code that’s avaliable to that app. If you import a cube from 3D Studio Max to Maya it’s not placing the actual cube from Max into the Maya app, it’s creating a Maya cube that matches the same vertex coordinates as the Max cube. Things like model geometry and bones are fairly easy to transfer between applications because they work on very basic systems; like I say, geometry is just vertex coordinates and normals so it’s fairly easy to recreate that in any app. However, more complex things like lights, cameras, render settings, and in your case constraints, will often work different in different applications, so you can’t transfer them across.
For example, XSI has a type of light called a point light and 3D Studio Max has a type of light called an omni light. They both do almost exactly the same thing, but they have different names, their options work in different ways, and all the underlying programming that makes them work, works differently in each seperate app. If you try to transfer an omni light from Max into XSI, XSI won’t be able to recreate it because the programming running behind the scenes doesn’t understand what an omni light is, it’s just used to dealing with point lights. Even if XSI did understand that an omni light is the same as a point light and recreates that light as a point light, the light still wouldn’t look the same because all the options are different: In Max there’s a value called Multiplier, which dictates how much light the omni light is giving out, yet in XSI the value is called Intensity and the values may not even correlate; a value of 3.0 in one app might mean really bright, but in another app it might mean really dim.
It’s exactly the same with Motionbuilder constraints; they’re not going to transfer across because Maya won’t understand them. On the surface they may even be called the same thing and they may work the same way, but the stuff going on behind the scenes is different so Maya won’t be able to understand it.