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I am only guessing but it possibly depends on the assets PixelForest is using, Unity often forbids using assets in Unreal and vise versa, if it's something licensed for redistribution maybe or if for use by the purchaser for renders only but even then most things need to be baked into a game. I honestly think import is going to be the simpler option but it could be limited by size a Makehuman or Bastioni figure maybe but a DAZ character is unlikely to fit