Click and drag to import individual assets from Ps & Ai
Just the ability to be able to click and drag a layer or object across in Xd would be class.
In the latest version of Adobe XD it is now possible to drag & drop layers from Photoshop into XD to import them. (You can also copy-paste).
You can copy-paste individual assets from Illustrator into Adobe XD, though you can’t drag & drop them.
That seems like enough to call this feature completed now. Please let us know if I’ve misunderstood what you’re asking for, though.