I like what you do in your post, please show the mouse clicks/buttons as I can not replicate your result.
Importing the file as curves is the method I tried. However, somewhere in the process Blender (or LibreCAD) messes up the dxf file. I have attached the picture of the direct curve import. What I do now, is that I cut the LibreCAD file in half, and then mirror the half back. Importing the curves works fine, and long as I don’t try to import a full circle (or elipse). This may also contribute to the problem, because the circle you see, actually consists of two half circles with the vertices of each half circle on top of each other. The same is true for the rectangles, they are just lines with the vertices on top of each other.
Once I convert the shape to a mesh, I can join these “sub shapes” using the “remove duplicates” command.
In general I don’t mind converting to a mesh, because I need to add a filet to some of the edges as well, and as far as I read up on curves, this is essentially not possible. I will use boolean intersection operations later in the design process (which is again not possible with curves?). I have attached some more pictures to show what I will be doing later in the process. Everything that is a purely “2D extruded” shape, I will CNC machine directly from LibreCAD via the dxf file. Import into blender is only to confirm it fits. However, there are a number of 3D shapes (baffles, Dome) for which I will finalise the design in blender, and use the blender STL file to machine in the cnc.