Markdown UI is loading a bunch of components and then displaying them where you want them by parsing some Markdown to figure out where they go.

MDX goes a step further by enabling you to actually write the component JSX in the Markdown as if it's React (rather than using ``` syntax). You can just display a component that was loaded from somewhere else. Basically, if you took the Markdown UI components as React components, you could use the runtime embed option from here: https://mdxjs.com/guides/embed/