Yeah, EOS-M glass is a lot less desirable than M43 or Fuji premium lenses. There is not a single native 1st party premium build lens. BUT, you can use all of the EF and EF-S glass, as well as Sigma ART lenses, with native performance. For wildlife/sports, there are so many good older / third party lenses you can toss on there that cost <$1000. The camera isn't weather sealed, so you can use any random cheap adapter out there.The Canon M6 MkII would be another alternate choice to the E-M5 MkIII... but the lacking factor for me was a poor selection of glass. I'm in love with the Olympus 12-40 f/2.8. I love that lens.
The EOS-M versions of the Sigma 16/30/56 is pretty exciting for Canon shooters. Those lenses have the build quality approaching things like the Panasonic 12-35 2.8 & PL 15mm, and better than the Olympus 1.8 primes.