Hi,
for this, I recommend using Resources, your array will reference sprites as their names using strings, and you then use Resources to load that name.
but I agree this would be a great addition that we could have a new FsmSprite variable.
also, if you want to simply have a texture in the UI, you can use RawImage component, and you can then display a regular texture, that works too, I am using this very often.
Bye,
Jean