If I’m designing from scratch, I draw directly in the CAD software (Fusion 360 in my case). But when designing from an existing drawing, the more advanced workflow in Affinity Designer is helpful to cleanup/prep/edit the art. Not to mention that Affinity Designer imports more file formats.
Concrete examples, the mounting arm was drawn completely in Fusion 360. Conversely, I’ve been working on a layered design of a cat (stl, 311KB). I downloaded the original art of the cat and did a lot of post-processing in Affinity Designer. The drawing tools in Fusion 360 were too limiting.
Depends on the project really, having options is helpful.