Export as OBJ works, 3DS gives less problems. XFrog uses compressed TIF with embedded A-plane as texture format, VUE can not handle that format. For Xfrog trees I want to import into VUE, I open the TIF in a 2D program, save the texture as JPG and make a 2 color copy of the TIF as transparency or A-plane, GIF works fine. After loading the tree, I scroll to the leaftexture in the Display Summary and replace the leaf texture with the ones I made.

Bit more work but atleast your leaves look like they should, maybe one of these years VUE really becomes the Pro tool they pretend to be, but after 7 years my hopes aren't set too high :)