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if you import in CAD software DXF are correct. try import in autocad and reexport maybe solidworks don't like DXF file with old version. You can export stl and dxf for each separate part from onshape directly:
https://cad.onshape.com/documents/58e3705785b9dc0fc78793d1/w/9b1a3750f5950bd1d05747dd/e/b2b68ef89688a6768f1a7c31