Not sure what the big deal about this is.
I've done this with the Arturia synths.
The best reason for converting the Library presets to Pro Tools presets, for me, is that on some occasions, when I'm changing Nitro presets, Pro Tools will "Unexpectedly quit".
But all ya gotta do is go to the preset you want to convert and 'save as' in the RTAS toolbar of the plugin. I don't see why you'd convert them all, instead of the ones you use all the time.