It would seem that this is a long time deficiency with Adobe Premiere / After Effects / Audition, that they have ignored chapters from imported MP4 Files.
Now with OBS Studio bringing in adding chapters with their new Hybrid MP4 output format, this has become untenable - and is yet another thing that Davinci Resolve just natively supports.
This needs to be added ASAP, as it will be a feature that many many streamers and content creators will want to use immediately, and will be anothe incentive to just jump ship.