Great comments.
Rhino will load SolidWORKS files just fine --IF-- the other person knows what they are doing. (It’s MUCH better lately, so you might be thinking of prior versions which did the import pretty poorly.)
More often than not, vendors & freelancers send me SolidWORKS assembly files and forget the part files. That’s why you get empty files. This is after we specifically tell them that their file structure uses separate and inter-dependent external files, “so make sure you send us all of it.” We still get empty or partial files and have to repeat the process another time or two… but it should work.