I had this same problem with a DXF. I just had to go into settings and change the DXF units to mm.
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Vetric Aspire. A bit pricy if you have to buy it. Luckily for me I didn’t. 
It has utilities to automagically close open vectors either by straight lines or by curves and another to look for zero length vectors which, in the case of your file, caused a single open vector ( I guess one of the ‘zero length vectors’ was longer than zero but shorter than the ‘open vectors’ resolution). Once that was done the file was exported. There are no options I can find regarding the format of the exported .dxf but I loaded the export into LibreCad and re-exported that as a LibreCad_2004.dxf and as a LibreCad_2007.dxf…that reduces the file size to ~1Mb and that seems that the 2004 version loads into Deepnest ok albeit reversed.
Deepnest seems a bit flaky to me - if you change the import units it seems to fall over (maybe it just takes longer to load but the progress indicator stalls and I am not that patient!)
librecad_2004.dxf (1.1 MB)
librecad_2007.dxf (1.1 MB)
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I don’t know if it’s been mentioned or not but Mapboards Pro in Fusion 360 works quite well. It is paid. They have two versions. I think the most expensive is $25. But it’s been more than worth it. It works quite well. It can be bought in the Autodesk add on store or whatever they call it. Definitely recommend.
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