I agree, it does seem like MDE and Sentinel import and integration of IOCs should be easier.
MDE has a 15k limit and uses indicators for limited custom blocking, auditing, and allow lists. MDE also uses Microsoft's threat intelligence natively, reducing the need for custom indicators. Unfortunately, Sentinel and MDE use different IOC import APIs and UI for manual additions.
I recommend feeding IOCs to MDE with a 30-90 day duration along with any persistent blocks to stay under the 15k limit. Then send the same IOCs to Sentinel for longer term tracking. Sentinel has no specific limit on indicators.
Sentinel can also use TAXII which is convenient when that is an option. Though both often require a custom logic app or function for indicator ingestion. Also, Sentinel requires "TI Map" analytic rules to scan for IOCs vs. MDE that will respond automatically. There are some samples in the Sentinel GitHub that can be helpful when creating an IOC import.