It looks like you might have captured the jacket with a different rest pose than the body. That wont work in houdini the way that kinefx is set up at the moment. As you can see in the screen capture the geo of the character doesnt line up.
The way that max and maya imports it, might be splitting this up for you. So what you can do is to adjust the rest position of the jacket on its own in houdini, or adjust the geo in max and recapture.