Does Blender have this feature like in 3ds max for Splines ?
Optimize
When on, removes unneeded steps from straight segments in the spline. Default=on.
Note: Optimize is not available when Adaptive is on.
Adaptive
When on, automatically sets the number of steps for each spline to produce a smooth curve. Straight segments always receive 0 steps. When off, enables manual interpolation control using Optimize and Steps. Default=off.
No. Blender does not have that.
If you have straight segments, you can modify handles type to vector.
Between 2 vector handles, there is no step.
But if segment is made of handles from another type, number of steps is the one defined by resolution.