Yes, I know this also. When you import with default settings into Unity, it looks better. But this is just because Unity uses a smaller smoothing anlge compared to Blitz3d or Gamestudio. It is even better: You can tell Unity to calculate new vertex normals and you can put in each smoothing angle you like. 40 degrees works besst in most cases.

But this is not possible in many other engines. And unfortunately they smooth not at around 40 degrees, they smooth at something around 60-80.
This high value probably comes to smooth very lowpoly character models like made with only 400 polygons. This is a setting from old times. But it is still there.
This makes many models look strange and hard cuts or smoothing groups are needed to handle this.