I tried this during the beta and this is what I found:
- AI export from Rhino can't be read in Affinity Designer, since Rhino is using the ages old EPS based format (which was used by Illustrator until version 8 IIRC) while Affinity expects the PDF based newer format.
- PDF works, but since Rhino doesn't do it natively, results depend on the PDF printer you install (I tried Bullzip).
- EMF worked best for my relatively simple purposes in the end and it was relatively small.
Too bad Rhino doesn't export SVG...
My tests were with an earlier Beta and some things may have changed in the meantime. My main goal was getting pure curves over to Affinity, no complex layouts.
But yeah, I can highly recomment Affinity Designer and the Affinity Photo Beta for Windows which is free ATM. I found it much faster with larger documents than Illustrator, and it has a lot of nifty and clever things. The vector brushes are stunning too for freehand stuff.
The current intro price for Affinity Designer (39.99) is a steal and you also get some nice brush libraries and templates with it.