They do seem to have some Alembic support: they ship the libraries as part of the engine download, in their 3rdParty folder.
Alembic is an open 3D file format supported by pretty much all the major 3D modellers these days - including Blender, Modo, Houdini, Cinema4D and plenty of others besides the Autodesk tools.
Neither Unity nor Unreal currently support Alembic - this is the first indication I've had that the Amazon engine might have some features the others don't.