It’s counterintuitive, but a the things that look like line art aren’t really filled lines, they’re filled line-like shapes. So when you change them to cut, it cuts around the edges of the “lines”.
Glowforge has licensed this content from elsewhere… the upside is that it’s a huge amount of stuff, but the downside is that a good portion of it was not designed with laser cutting in mind. And without (currently) having the rights to download the files and fix them up ourselves, “scroll past the ones that don’t work” is probably the easiest approach.
Outline should work for most of them, though, if you delete the original.