But you can also save them as html files, wmv files, quicktime files, and the list goes on, so you can actually bring them into flash. That is actually what I am doing for my game.
Interesting, didn't know Flash was capable of saving as WMV files (I knew it could save HTML files that can point to the SWF itself though)
As Lenny says though, I've never seen a Flash movie in RPG Maker (though that may be simply because it can't actually be a SWF).