Didn't know you could bring Revit 2015 files into 3dsMax 2016 (too obvious I guess ).
I've been trawling the Area forums and someone has posted the same problem I am seeing - the 'empty FBX file' error message - which is reassuring.
There is a feeling that one of the problems at least happens with Linking Revit projects containing Linked files - I'll try mine with the Links removed for now.
On my course yesterday the trainer tried Linking in Revit 2015 demo files to 3dsMax 2016 and then again after upgrading them in Revit 2016 first - the latter was slightly more successful but still didn't appear right and was unusable.
I notice that the Support form on my Autodesk Account doesn't even list 2016 versions yet.