A lot of people as first approch using Vray with Maya found difficult to undestand why Vray doesn’t render with the smoothing viewport (“3”) …
Well just check the “Render viewport sudvision” box , but this tends to skyrocket the render times so you must to setup a couple of values .
Additionally go into the Settings tab and on the “Default Displacement and Subdivision” menu, you can change the subdivision settings for a faster result. This is set to 256 as default but by setting this to 4 or 8 gives you just as good of a result. The reason that this value is as high as it is, is probably because this a adaptive subdivision setting, but as far as I’ve noticed this really doesn’t work as intended, thus giving excessive rendertimes.
Hope that helps!