Fetching data from APIs I have no control over, or ones that serve multiple purposes and use a single response format
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HTMX uses HTML snippets over the wire to replace HTML elements on the client. It's not supposed to grow to support every use case you can imagine.
If you're calling APIs that you have no control over, you do so on your server.
That's the entire point of HTMX: the minimal necessary addition to browsers/HTML to allow HTML REST APIs to update pages without full page loads.
Personally, I wouldn't consider HTMX to be a good fit for those scenarios.
Obviously you _could_, and it might even work well, but I think that's using the tool against its grain.