Yes, this is supported at the moment. In my experience, not all 3D applications that import USD files will successfully load the sky, but the HDRI itself is exported so it can be manually set up if your app doesn't import the sky data correctly.
Try adjusting the mid value of the alphas to 50 (or 0.5, whatever the middle of the range is) after you import them.And set your displace value intensity to 0.5 as well for each udim.
hehe not any longer without some extra setting https://prod.support.services.microsoft.com/en-us/windows/support-for-fbx-files-has-been-turned-off-in-3d-viewer-b7483e83-422c-4d65-b94d-853eb65cb134 but seems like that setting doesnt unlock the in explorer preview
if your objects already come with per vertex shading then the hit comes at the seams/hard edge as that requires another set of verts at the seam in the engine (which would also occur with a mapping seam btw) so the overall hit is usually quite small but it's worthy of consideration.
Alright, I did solve it and it was on the surface except only one thing. You have to enable Modeling tools Mode inside your Plugins window, then you go to XForm and Edit Pivot, set it, apply, done. Hope I could help