I'm sorry if it sounds very snobby, but the fact is that Maya was designed to be a professional, high-end tool for use on high-end workstations. Therefore it doesn't have the ability to output to compressed AVI. I would imagine that high-end audio recording equipment doesn't natively record to a highly compressed mono MP3 format either, you know?
If you're serious about using Maya you will either get equipment capable of playing back uncompressed AVIs, or you will make compressing your work for viewing part of your workflow.
If that's too much of a headache, well, as you've already said, Hash and Max have the capabilities you're looking for.
Again, I don't mean this to sound snobby. It's just the way the high-end 3D CG world works.
Good luck with it.
-Steve