I can't seem to find a way to export 3MF files with assigned appearances to transfer the information to another program.
I found this article on doing it:
https://www.autodesk.com/support/technical/article/caas/sfdcarticles/sfdcarticles/How-to-export-3MF-...
However, this does not work because I cannot unassign the default material from my parts and they all export as a single group with one color rather than having the assigned colors.
If I import the step file into Solidworks and then export the 3MF from Solidworks it exports correctly with the appearances that I defined in Fusion.