Is it possible the Autocad DXF color maps into something like LightBurn’s C08, making the light-gray shape impossible (for me, anyway) to distinguish from the lighter-gray workspace background?
A quick check would be Ctrl-A to select All The Things, then Ctrl-Shift-A to zoom them to fill the screen. If you can see the handles around the bounding box of All The Things, then hit the C00 button to paint them black and make them visible.
If there’s nothing to be selected (so they’re not being imported at all), then perhaps they are colored to match a Tool layer with Allow importing to tool layers turned Off.