We just did a test in our office. It appears that you can use only an .mvr export, but under "Select which objects to export to the .mvr file." You need to check "Use 3ds format". This exports to MVR using the older 3ds file format, rather than glTF/glb.
When you do not do this sometimes Geometry other then fixtures and trusses is not imported into Capture.
We did the same test using Wyswiyg and if we imported the same .mvr file from Vectorworks into Wysiwyg, wyg imported the geometry just fine using either setting in Vectorworks.