"Wouldn't it be possible for Dorico to open musx files directly?"

Unfortunately no. .mus and .musx are proprietary formats that can only be read by Finale. Keep in mind, while Finale 27 does a decent job of opening even very old Finale files (I mean, I have old ones from v. 3.2 although I've since updated them to more recent Finale versions), that comes with some pain in terms of reformatting.

When I opened the latest work of mine in Dorico using MXML 4.0 conversion from Finale, it initially had issues. But posting it to the Dorico forum gave me a very quick response (and keep in mind, Daniel Spreadbury, their product marketing manager, is ubiquitous and very generous in providing assistance) and it had to do with my using a large time signature. Once I changed that in Finale, it was smooth sailing; everything imported just fine from that file. 

Now, playback is different. If I create a new Dorico file with string markings like pizz, it plays back as expected in NotePerformer. But importing a file with technique markings created by Finale may not work (they didn't in my case). But as far as the notation, it imports fine. You just have to export as MXML and in some cases, be prepared to tweak the file before conversion to avoid some issues when imported into Dorico.

Even MakeMusic has given up, so I can't imagine Dorico would take up this even more difficult challenge, especially as their priority is to improve their own product, not to do what MakeMusic could no longer itself do. And to be fair, there are things that Finale does especially well that Dorico does not do well - or at all. The reverse is also true. At the end of the day, we need to gird up our loins and either live with one or the other, or adopt a hybrid workflow

Wouldn't it be possible for Dorico to open musx files directly?

Dorico imports .musicxml, .xml and .mxl. That is opening them directly—how the process works. MusicXML is a toolkit, not something that is just added. How the tools are incorporated depends on the development team—in this case, at Steinberg.

The Dorico forums have many tips on how to open so that they are most compatible but Finale incorporates features unsupported in the current version of Dorico Pro 5. Some will be incorporated but what and when is never announced till it happens.

According to Michael Good, retired MM VP who invented MusicXML and whose team wrote 4.0 before his retirement, all of the engraving info from 27 and more is contained in a .musicxml 4.0 file. I am paraphrasing his posts on the Dorico boards.

Wouldn't it be possible for Dorico to open musx files directly? 

That will never happen. Not only that MM has abandoned Finale it is simply not possible. For some things David had said and other complete incompatibilities. Converting and saving to XML 4 is your best and only option. Dorico actually does a pretty nice job importing XML. It is the further editing in Dorico that is a great PITA. Dorico has to be the most convoluted and cryptic software I have ever encountered and I am an advanced Photoshop person. Software that one can hardly say is easy to master.

The last check I did on Sibelius, it only did XML 3. I don't know if that is still the case but that wouldn't do as well as Dorico.

My experience is the same with large time signatures in bar 1.

Among the things completely missing in Dorico are cutaway / collapsible staves and (I kid you not) simple and speedy entry. Dorico is oriented to keyboard (qwerty or controller, macht nichts) and the mouse is mostly a selector, not an input tool like it can be in Finale. Dorico has gotten the message loud and clear about cutaway staves in a few months we may even see this. I have to carefully prep my xml export first, but now that I have configured a 'house style' Dorico template, my imports load up in great shape.

If I use the Dorico's default HALion HSO instruments, my markings from Finale play back with correct articulation - I did need to do some editing, and as I have a few plugins from Cubase (esp reverb), I can use those in the insert slots. At first I was disappointed as Finale 27 in particular, using F27's excellent templates never mind my own custom sections, is actually pretty darn good. But I have the HALion HSO working to my satisfaction in Dorico as I do my final audio proofs (mockups) in a DAW anyway. 

Speedy Entry is now there as such. Just select Pitch Before Duration . Simple Entry, which I confess I never used in Finale, is also there. They are certainly not trackpad- or mouse-centric and the number of keyboard commands feels overwhelming, but Finale also uses a ton of keyboard commands and I only memorized the ones I tended to use.

It is definitely straightforward to do cutaway scores in Finale although it took some research to figure out how to get the clefs to not display at the beginning of the invisible staff and display when the cutaway measure appears. But it does work well in Finale. I abandoned cutaway scores after applying it to a few works since I did come to the conclusion it didn’t serve much purpose (although it does look cool). Kind of a nice throwback to dodecaphonic Stravinsky and Stockhausen.

Pitch before duration, yeah sort of - here is where Finale is more intuitive. And visual. [In Dorico] I just use my midi keyboard to avoid another set of things to toggle on and (forget to toggle) off. Finale wins this one. : )