Dear Ruby Fu
I totally agree!
I've just bought Affinity Designer on the advice of a friend, and yes, it seems very nice, but....
... I can't drag-and-drop PDF snippets generated by LaTeXiT. Same problem as you. This is very important as I need to label bits of the picture with same mathematical symbols as in the LaTeX document which I am writing.
There isn't any trouble using LaTeXit and drag-and-drop with the competing Eazydraw software, but I would much prefer Affinity Designer if it can be made to work.
I can also make LaTeXit work with Keynote, and it worked with my legacy copy of InDesign --- until I upgraded to macOS High Sierra, whereupon my InDesign CS4 stopped working, which is why I am looking for a new --- and affordable! --- graphics programme.
I suspect the problem is that Affinity Designer wants to be able to edit what's inside the PDF snippet, and it can't. There's no need for it to do so, of course. Just moving it around, resizing, and rotating, would do very nicely.
So please, Affinity people, when can we look forward to a fix?
Best wishes
Roman