Currently FBX doesn't support PBR and the materials imported will come with a non PBR material. The only way to get PBR then is to delete the imported material, create a PBR one, assign textures and apply it to the imported object. This adds unnecessary multiple steps.
It would be a lot easier if we have an option to convert the material to PBR where we keep the textures, typically the diffuse and the normals at least. This can be done in many ways, for example with a preferences option that convert always FBX materials to PBR or an option in the material.