The "bug" (it is not officialy a bug as far as i know) is not related to Max-II devices.
A couple of projects here with the epm570 were compiled and programmed without any issue.
for cyclone devices, quartus 9.1 seems to produce a correct sof file but is unable to generate those files needed for epcs programming out of sof and elf files.
about your problem :
your are using a dev kit ? which one ?
if your target is powered up, open a command line window and run
jtagconfig now you should a info what jtag connection you have and what devices are reachable.
one board here displays these informations
1) USB-Blaster [USB-0]
020B60DD EP2C70
020A20DD EPM570
MaxII devices have no compressed bitstream, that is for fpga that were initiated via external components (like epcs) to reduce the bitstream and tehrefore the amount of data within the memory device that holds the image.