STL is a triangle mesh format. That means the shape is totally composed of triangles, called facets. It is just the nature of that format. There is no easy way to convert a mesh to a BRep (short for "boundary representation"), which is the native format of Fusion (and most CAD products). In a solid BRep, the boundary is defined by precise mathematical definitions of surfaces such as planes, cylinders, spheres, etc. You can easily convert BRep to mesh (in fact, that is how the graphics card is able to display a BRep, since it cannot display these surfaces natively). But, the other way is very hard. So, the automatic conversion just produces one face per mesh facet. The result is pretty useless, IMO. So, you will often see the experts on this forum say: Don't ever start with a downloaded mesh, unless you just want to print it. And if that is your goal, you don't need Fusion, as all 3D print slicers directly understand STLs and other mesh formats.
Jeff Strater
Engineering Director