entity not imported, type polyline

Hello all,

I am fairly new to SW2020. I was trying to import a dxf onto a plane in SW assembly and every time I do that, the below window pops up saying that it can't be imported. I tried to see if there were any open edges in the dxf but none were found. It is a completely closed polyline. Could anyone please suggest how to resolve this??

SolidworksImport/export