I've just tried the CSV import of (in this example) credit card transactions into Books. Two problems that strike me are - firstly the CSV file appears to require a header line. HSBC in the UK don't export that so unless I modify each file between download and import it's too much trouble to be useful.
Also the Payee field didn't seem to appear anywhere in Books after import. It wasn't put into the Vendor field but also it didn't offer me the change to create a new Vendor from the Payee data or more usefully, allow me to select a current Vendor with a similar name if required. Credit card transactions (and many bank transactions) sometimes add text to the payee so many transactions to the same vendor are different.
Even if QFX import was added the whole intelligence of the import process would have to be much better to make it useable.
As HSBC UK also uses MFA so that route is blocked at the moment the statement import function is still lacks too much basic functionality to be useful