You mean that the "shots creation point" doesn't move or just the missiles that go in the wrong direction ?
If it is the "shots creation point", no idea... have you linked it to the turret ? Try to make it very far from the rotation centre to see better how it behave in game.
If it is the shot direction, those bones works like the turrets and will fire in their local X direction, so, in gmax, switch to local axis mode and, make an "align to world" (most of the time, it will do the right thing) or reorient the axis by hand to align the X axis with your turret ("Hierarchy tab","affect pivot only","rotation tool")
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