It is one of the things asked ("import it into blender"), sort of (yeah of course you have to export in advance using the original software). Mesh export is of course the most basic feature everything can do.

B-rep solid export (STEP) is also very much a thing, you can exchange solid models between Fusion, SOLIDworks, FreeCAD, etc. (and import them from PCB design software and so on)

But this is just baked geometry of course. It's not parametric. There is no standard for parametric models, there is no way to exchange them between different programs.