I'm having the same issue when i use the fbx exporter, all object/group/component pivots get default to the origin. I've seach quite a bit and havent found a way within sketchup, to keep pivot position for an fbx export. Havent try the glue modifier in max yet. As the OP i would prefer a solution within sketchup.

The collada exporter seems to be ok with pivot but has quite a few other issue when importing into a game engine like outerra. So i really need the fbx exporter to work.