During DXF Import, I would recommend that you check the options: "Join" & "Fill" for each DXF layer that contains boundaries that you want filled.
Note: Most DXF files use individual lines & arcs (to represent your filled boundaries) which are not very useful when converting to Gerber. Gerber data requires polygons (ie. connected & continuous boundaries) for all filled areas. Fortunately Fab It! can automatically join all lines & arcs, and convert them to filled polygons, by simply checking the two options "Join" and "Fill"