I disagree. While there is no integration, (the two haven’t ever even met) you can make due with AE renders converted to FLVs (alpha support!) and image sequences.
Example:
Create a 10 frame movie of a static button, hover state and action state and export it as a PNG sequence. Import those frames into a movie symbol [with stop()s between states]. Put that Movie into your Button symbol and set the start frames as needed.
Because you used PNG, you have a full alpha channel. But you’ll also have a large file size. Don’t render more area than you’ll need for your symbol or button.