Most likely your DXF contains boundaries placed inside-each-other (for example, like the letter "O"). Unless you tell ACE to detect the inner boundaries and make it a hole/island, the outer filled boundary will dominate and fill-in the entire area. This detection procedure is called "Polygon De-Embedding"

To do this, during DXF import, check the layer option "De-Embed", and "Fill", for each required layer. It is also a good idea to check the layer option "Join".