I'd be surprised if the engines themselves were really different. I'd suspect that at least most of the time the quality difference is part user and part modeling program. Sketchup has a lot more novice users than 3ds max. Max is a beast to learn and is crazy expensive so is scares off most of the hobbyists. Also, you can add a level of detail in Max that is rarly seen in SU, and often those details make all the difference in renderings. -brodie

You can increase the sun size to make it more blurry. But if you want fully overcast then get rid of the sun and just use GI. Or maybe use an HDRI lightprobe. HDRIs usually gives very blurred shadows.