Hi.
The detail should be made only of closed polylines, near UCS World and possibly in the positive quadrant (where xs and ys are positive), avoiding doughnut shapes and, if you are working in AutoCAD, you should export in a really "ancient" dxf version, possibly R10 or R12. Unfortunately recent AutoCAD versions do not always export "ancient" dxf files correctly.
In Therm: File/Underlay ... "AutoConvert" must be selected, if everything has been done correctly every polyline will be a Therm polygon.
I hope this has been helpful
Ciao
Fabrizio