dxf files are NOT solid 3d models.
they are 2 dimensional vector graphics.

So most likely using a different conversion algorithm to a proper 3d model.

you can usually 'fix' z-axis issues by making sure that the print layer height is an actual factor of the actual height of the model.

I use 0.25mm layer height a lot if I'm making something that uses whole MM.

If the model height is not divisible exactly by the layer height then the slicer has to fudge one or more of the layers to try and get the correct height.

It does depend on how critical a few hundredths of a mm are to the design.

It's also worth bearing in mind for x& y as well.