Hi! The name of this thread already exists and it's answered by Quixel, here: https://help.quixel.com/hc/en-us/community/posts/360014460617/comments/360003768237I
I found a much faster and smoother solution to the problem described in the initial thread, the link above, but the tread is closed, and couldn't post there. I'm answering here.
Click on the Megascans Logo "M" in the border above the Editor and check the boxes "Import Master Material Textures" and "Enable replacements". Import the 3D assets. Now show correctly. It worked for me.
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