Yeah...
But I managed to add it another way
Despite not looking pretty (and time consuming if you are trying to import all the Paraline Brush set, or any brush set), you could do this
Take a screenshot in the brush for menu (procreate), open it in AP, Crop it so that there is only the brush shape, Add a contrast filter and invert the image colours(to black), Export it as an image, and then add it as an intensity brush, and then add the settings for the brush, for example, to make this nebula brush look like it is really bright it is needed to change the blending mode to "add"
Looks close enough