I've seen people doing this by not including the models, textures etc in game.
IANAL but I don't see how supporting other people's textures etc can be illegal.
Shipping it with your game without prior permission probably is illegal (unless otherwise stated).
It's a faff for users to have to provide them, so having a tool to make import easy would be a winner.
I don't think you're going to get the answer you want because, as mh01 said, the different companies Valve, ID etc don't share a common licence regarding usage of their models.
You're either going to need to evaluate them on a company by company basis. Or otherwise implement support / compatibility without including models.
Again IANAL but it would make sense to me that the responsibility transfers to the user of the app / game if they find models themselves and put them in the right place.