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

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