Thanks for your feedback! The assets library are a curated version of your document colors to link them together across your document, and CC Libraries are generally across Creative Cloud products. However, I see your point and will edit the ticket to talk about importing colors from CC Libraries into the assets panel.
An error occurred while saving the commentCynthia commented
I would like to second this. I am new to XD and just wasted a lot of time staring at my Color Themes in my Library and wondering why they were showing up in Illustrator but not XD. I thought it was my ignorance rather than the absence of an important feature to make XD consistent with the rest of the suite.