There’s one single thing that I find truly frustrating when dealing with multiple 3D-related software : making them exchange 3D assets.

You don’t have much warranty that what has been put out of one software will look the same into something else (e.g. a Game Engine. You may work with meters, and find out that Unreal works in centimeters. They could use different conversations for texturing, material definitions may just “not work”…)