3DS Max is incredibly complicated/complex. Very steep learning curve. Both 3DS and Piranesi can add fog effects, which I haven't really used yet.I have done some stuff with fire effects, and I know you can do volume lighting, where the light looks more solid, like a beam of light (or a spotlight) rather than a more diffuse light.
One of the difficulties would be rendering that in 3DS and then transferring it to Piranesi. Which is another reason I haven't pursued the animation side of things, because I could only animate the models in 3DS without all the coloring/painting of Piranesi. So it would just be a bare model, or I would have to do all the photo-realistic material stuff in 3DS, which is probably more complicated than it is worth. Still, there is tons of stuff I haven't tried yet.