The new feature in Sibelius and ProTools is copy-paste of MIDI data. Dorico doesn’t yet do copy-paste of MIDI data on the clipboard, but it can receive dragged MIDI data from an app that can initiate a drag, like Cubase. (Drags are actually a form of Pasteboard action, on the Mac, at any rate.)
I agree with Derek that from notation-to-notation, you’ll want to use XML.