Okay! I'll ask people and get back to you
Hi again! One Unreal Engine game dev tested it and said that the .fbx doesn't automatically assign the textures to the materials. This could be due to the .fbx not supporting packing the textures into it, but I'm not exactly sure.
He tried the .glb format (which is included into the pack, and definitely supports packing the textures to it), and everything was fine. So our recommendation is to use the .glb models