Did you create toolpaths in the CAD because it almost looks like a path to each hole, except that not all of the holes have these lines coming from them. If you exported after doing the toolpaths these lines will probably be included in the drawing. And the fact that when the line is selected and deleted it deletes the hole also(when opened in Autocad) makes me think it is a toolpath. If it is toolpaths you can go back to the CAD and select the toolpaths and delete them and then export it, probably good idea to save the file without the toolpaths also. I opened the Dice.dxf in Partmaster and it will delete the lines without removing the holes and also does not remark that the selected item is toolpath, so not sure about the toolpath idea. Hope I am not wrong, but take a look.