hi @fuse, the ai file which rhino creates unfortunately demands adobe illustrator only.
this is a “known” at least a lingering bug for a long time now. not even sure if there are efforts
to get this ever resolved… 
the exporter for the ai file seems to be very old from what i read around here. i also tried
to open that ai without any adobe software which is simply not possible at least not the ai file directly,
the only software i ever got to open it with is cinema 4d but you cant export the files from there,
only rework them as splines for further 3d modeling.
maybe @dan knows anything about it, there was a thread about it once
here you go Reading exported .ai files in vector editors other than Illustrator