Other software needs to be technically able to do this (e.g. components as separated, animatable meshes) and it needs to implement taking over this feature from SketchUp files.
Dynamic Components are not a native SketchUp feature (the dynamic behavior is not even part of the skp file format), but an extension developed on top of SketchUp.
You can notice that real-time renderers (render extensions running in SketchUp) are able to continuously capture and render the current state of objects in the model, and work with any animation extension or MS Physics. I think they should also work with Dynamic Components.
External renderers would either have to be able to export an animation (e.g. when you play a dynamic component) to the external application, or completely reimplement SketchUp’s dynamic components extension as part of the external software.