Lighting is ten fold easier to set up in Vue, positioning the sun or moving the lights objects is very straight-forward.
Besides that Vue has a preview render, which in one or two passes (usually few seconds) lets you tell if the lighting is wrong or you're on the right track. The render quality as such is low in the preview, but it is just supposed to be, exactly, a preview.
Lower render settings in Poser means throwing away raytracing and other lighting essentials (forgive me if I'm mistaken - I have made some OK renders with the Firefly engine, but I'm certainly no expert...), and that makes it difficult/impossible to estimate the appearance, without having to wait for it.

There are different approaches to handling the import to Vue. I personally prefer NOT to use the Poser shader tree, it's a huge resource hog. Actually I export to Collada mostly, and scale down the texure maps at the same time. If you decide to use the full resolution maps after all, you can import them in Vue.
The non-shader, collada approach means some tweaking of the texures in Vue (specular, bumps etc.) but I like that, gives me a great deal of control over the appearance. That's just my approach, it's neither right nor wrong :)