My first guess? If the second object has its own texture (or thinks it does), it HAS to be its own mesh. As far as I know, Nifs do not support multiple UVWs and materials on one mesh like 3DS does.
If you can use the texture from one part on the other, reassign your texture to your model in MAX and then use a UVW unwrap modifier to fix the UVs on your newly added part. If not, make a new texture (Multiple of 2) in photoshop and rearrange things as needed to acomidate both textures on one image. Save and re-adjust UVWs to match your changes.
Final step, post pictures of your success
