The FBX is a proprietary 3D scene file format from Autodesk. It is ubiquitous in the industry, especially in games. Its many iterations makes it a format rather difficult to work with and its closed source prevents free software application like Blender to directly link against the Autodesk libs: Blender's developpers had to reimplement parts of an FBX I/O themselves, with not great results.

Fortunately the ufbx seems to be a rather capable FBX reader. No writer yet, but Blender 4.5 will have a new ufbx based importer.