The source file has "dangling" edges. Solution: In the import options, enable "Heal Simple Gaps" and increase the "Stitching Distance" to 0.1mm. Be aware that this may change the part geometry slightly; always verify with a critical dimension.
: AutoCAD (dwg, dxf), CATIA (V4, V5), SolidWorks, Pro/Engineer, and Rhino. Neutral : STEP, IGES, Parasolid, ACIS, and VDA-FS. Delcam Ps Exchange 3.4.07