You can download the module from the marketplace website (instead of from within Studio Pro). Then, you can import the module from the downloaded file and it should appear as a standard module.
I just re-tested this in 9.12.1 and it still works.
If the reason you want to do this is so you can customize a module, I would caution against this. It would better to generate separate extension module that contains all you customizations. That way you can easily update the marketplace module as needed and not worry about losing customizations.