Unfortunately current format of ThreeJS exporter/importer doesn't support cubeMaps. (Maybe Three.js community can work on it to support it in the next version )
As a simple solution, you may manually modify the imported material to show cubemap:
var imageUrls = [ path1, path2, path3,path4, path5,path6 ]
var cubeMap = THREE.ImageUtils.loadTextureCube( imageUrls );
material.envMap = cubeMap ;