no i dont think so (do check the manual though to see if there is anything in there about it). I think it's because it's fur you wil need to play with the fur shader settings (I've never used fur so I'm not sure how to do it) but what's probably happening is that MR is bleaching out the colour of the fur. I'm assuming you have final gather etc. turned on? If so try turning that off and just having one point light or spotlight illuminating the scene and see if it renders properly then.
A
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