I have a flashlight modeled in Maya, with basic textures (blinn, lambert, aistandardsurface) added, and when I try to export it as FBX to Roblox, the resulting model is completely untextured. I have tried checking the “embed media” box and even making sure the file exports as a 2014/2015 ASCII FBX, but nothing has worked.
Had you saved the texture in your computer in order for the .fbx file to find the existing image file? This is a common issue on Blender, not sure about Maya.