I tried to reproduce your issue using my older copy of Illustrator (CS5) to see if it was a version issue. I couldn’t even open the dxf file; I get the following error message:
My version of DxfDwg.aip is 15.0.2; I don’t know what the current version is. Adobe’s support site was no help at all. If there is an update to this file they have it cleverly hidden.
I did notice on Adobe’s support site the following:
Importing AutoCAD files
Illustrator will not open AutoCAD files saved in a version later than AutoCAD 2007.
AutoCAD files include both DXF and DWG formats. You can import AutoCAD files from version 2.5 through version 2007. During import, you can specify scale, unit mapping (custom unit for interpreting all the length data in the AutoCAD file), whether to scale lineweights, which layout to import, and whether to center the artwork.