I work on Wordpress as a freelancer, I can guarantee you without doubt there are endless problems on there too. There is an entire freelance industry with people making millions of dollars just because Wordpress runs into so many issues.
There is no freelancing industry built up around MODX, perhaps because there are not so many sites built with it, but perhaps also because they don't break so often! Wordpress is hacked every other day, the frequent updates and plugin incompatibilities will cause you nightmares, and I could go on.
Anyway, it's not my place to tell you what to do, but I will say you are trading one set of problems for another set of problems. So be ready for that.
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The fact is there is no real way to transfer one to the other with a few clicks. Wordpress separates content into Pages or Posts by default, and uses meta boxes and custom fields and such for extra data. You might even have custom post types, I don't know.
MODX has a handful of default content fields, and custom fields could come from TVs or other extras and settings and such. You would have to very carefully match up every field you want to keep, with the field it needs to go in WP.
I would suggest using this WP plugin:
https://wordpress.org/plugins/wp-all-export/.
It has an import and an export tool. Install both of them and activate on a TEST Wordpress site.
Run the exporter on the WP site, choose the post type (Page or Post etc), then select to export ALL fields, and export it as a CSV.
Now open that CSV and use it as a guide for how to get your MODX data. That is, the CSV columns here will determine what data you can import from MODX.
Now in MODX there are two options to export stuff.
Option 1 is to build a custom snippet and use the MODX API to essentially loop over all your content and write all the data fields you need into a CSV file saved to the file system. Even a plugin like getResources or migx could help if you know how to do all this. You'll have to format the data and properly escape it and what not when adding to a CSV file.
Option 2 is to create your own MySQL query to pull all the resources and related data yourself, then simply export the query results directly to CSV. For example you can do this in PHPMyAdmin. The main resource data is in the modx_site_content table. At least here you'll get the resource title and content and creation date and publish status etc. But you'll have to do a more advanced query to get related TV fields and other things you might need.
Once you create a satisfactory query in PHPMyAdmin, you can export the results to CSV. Then just match up the data and the columns from the WP test export.
Once you assemble the new CSV file where the columns and data line up, use the WP All Export tool to do the import.
Everything gets much harder if you have a lot of advanced data in MODX; custom tables, settings, custom snippets and chunks with parameters, repeater fields, use of containers and many other dynamics.
Same thing on the WP side if you use custom post types, custom fields, meta boxes, or any of a million plugins that save additional data to a post. You'd have to figure out how to import custom data into each plugin's data fields in the database directly, probably just using a bunch of small sql queries.
If all you want to do is import page titles and content field, it will end up being quite easy and fast to do. But with each additional field you want to migrate, it gets more complicated.