Your smooth playback in fusion is probably based on the cached frames (green line on time control)
You may notice the first time you hit play in Fusion, it wasn't smooth, but after that cache was built, it became smoother on the next run through.
When you export back to Resolve, you are now dealing with the file type you sent to fusion in the first place (dpx?) This depends on the settings you created when you first sent the clip across, so your resolve playback is running on a totally different workflow.
In Resolve, your drive speed is very important, as is your ram setup, graphics card setup, same as anything else you do in Resolve. (Fusion is basically loading it into ram) You can probably help yourself out by using the cache system in resolve to get the the playback running smoothly again.