This option did exist some time ago and we used it extensively but then SDL, quite unfortunately, removed it. For corporate server-based users like us, buying extra programs in AppStore is not a very good idea, nor is it appreciated by our management, given the price of SDL software and the annual fee we pay SDL for technical support.
Whenever we have Visio files now, it is a complete nightmare since we need to type in manually all the things we have in our termbases and in TM.
Please add Visio back!