Open the skeletal mesh, look under “Asset Details” and within the Import Settings, check the “UseT0 As Ref Pose”, which in short uses the frame0 as its default pose for the joints position/rotation/scale, then right click on the skeletal mesh and choose “Reimport”.
Most likely you haven’t set the bind pose in Blender ( that is what’s called in Maya, not sure what’s the name in Blender is ).