Tiled currently can't import or export GMX objects, it can only export maps as GMX room files, where objects that have a type associated with them will become object instances in the room file.
I have considered that maybe it makes sense to support loading all objects in a GMX project as a tileset. For the sprites though, Tiled doesn't yet support setting individual origin points (#1427), though the feature isn't far off.
It could help, if you describe the functionality you need in a little more detail. Like, what exactly do you expect a GMX object to be in Tiled, and does it already support all needed properties or rendering features? Note that I have personally never used GameMaker, except for testing out and improving the room export functionality in Tiled.