You have to have only 3D faces in the accessories dxf file.
File formats from suppliers can be made with various CAD programs and might need to be saved as, exploded or other tweaking.
You also might find that after this the 3D file has a very large number of faces and slows Polyboard.
This is usually due to curved surfaces being converted to a multitude of 3D faces.
In general you might find that it’s easier to just draw an approximate shape and import it into Polyboard to give a depth, then export to a 3D DXf file and reimport as and accessory.