Exporting data from ProConnect is a new feature that was rolled out only late last year.  It is still quite limited but it appears Intuit is working on expanding its functionality.  Depreciation is included in reports for business returns (but it probably doesn't have all the details at the asset level).

You can find out more about the new reporting function from this article: https://accountants.intuit.com/support/en-us/help-article/tax-reports/create-export-client-reports-p...