Vue certainly has a problem with huge texture maps in my experience. I often (more and more) use the Collada export (Poser 7), among other things it allows you to downscale the texture maps right away. Also it feels as if Vue "likes" the Collada better, oddly enough.
And downscaling the texture maps is very useful ideed, you don't want a 3000x3000 pixels set of textures for a bird to be used at a small size, or V4 on the half-distance :) It's a waste of ressources any way you look at it. You may be lazy or impatient, that'll backfire! Most problems people have with Vue comes from rushing things and not being careful IMHO.
(I know that you can downscale texture maps in Vue 9, but I don't have 9, and haven't read anything about it, good or bad.)