I think this question was asked before. Blender is open software so expect some of the quirks that come with being created by such a team. Blender is fantastic even though the learning curve for it is high.
I use Blender to create structures for AotR, I import w3d models (with this tool) without any issue and I have figured out the correct settings for using obj files to export models into 3ds Max 8 (uncheck normals and unify in Max).
As for sculpting units, I believe that one of this issues that Nazgul has is that his rendered textures for the low poly models don't have the detail of a photo and miss the shading you can do on a texture in Photoshop.
In this example Nazgul's Azog needs sharper details to be visible from far away, shine on the metal for example. Azog
In this next example, Mathijs' Azog probably uses photos or concept art. Azog's cloths have probably been separated into a layer on top and given a shadow to give it a sharper contrast with the chest. For something so small as an RTS model there's a lot more detail that you can paint in Photoshop than zBrush. Azog
Here is a very recent example of mine showing how I use high poly models created in Blender to render textures, I then import normal maps, ambient occlusion maps and other useful textures into Photoshop and work from there. I prefer a hybrid of methods, photo references, generic photo textures, painting in Photoshop, layer styles in Photoshop and rendered textures.
High Poly Model
Low Poly Model
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