I received a DWG file from others - seemingly exported from Revit - and it yielded incorrect geometry when imported into Rhino. It seems the trim is not handled. The file looks OK in AutoCAD though.
Tested with 7.26 & 8.5.
wrong.dwg (468.9 KB)
In CAD:
Imported into Rhino:
It’s hard to say where this issue comes from. I have seen these kind of trimming issues a lot when dealing with external geometry.
fwiw, Explode followed by CreateSolid gives a closed result here.