JP 🇳🇱🇬🇧 There is no way to import other banks data into the bunq app. I never heard of a bank that does this, BTW. As you point out you'd need third party programs to do this.
I guess it depends on your needs and wants to give you better advice about other software, but I don't actually do this for multiple banks. For bunq I sometimes use bunqDesktop to generate some reports because it has some support for categorization.