Hi @JBakerVUK8T
You are clicking the icon (Export to FGDB) shown below:

That command will export FDO vectors you have on your Map Task Pane, such as shapefile, SDF, etc., etc., etc. It won't (and doesn't) work on plain vanilla AutoCAD linework. Map3D, does however, allow you to bring in SHP or SDF, then export either of those to GDB format, which is ESRI's proprietary format.
Speaking of proprietary formats, AutoCAD has it's own proprietary format called SDF (Spatial Data File) and like GDB, it's also capable of handling multi-class vectors. The bad thing, though, only AutoCAD Map3D/Civil3D can READ SDF's. Too bad it's not shareable with users who don't run AutoCAD M3D/C3D. Unless you and your Team exclusively work in the M3D/C3D environment, the SDF format probably isn't feasible.
<<If you know of another program capable of reading SDF, please share the program's name with the Forum.>>
Another option (whether it's a good option or not is debatable) is to export Multi-Class.
Output Tab=>Map Data Transfer Panel=>DWG to SDF icon (refer to image below).

Typically, when exporting to shapefile, you'd export three times, once for each feature class, i.e., first for your points, a second time for your lines, and third for polygons. That's 3 separate MapExport commands. However, when exporting to shape multiclass, the 3 export operations are done simultaneously so only one export procedure is needed. The output using this workflow will produce extensions shp, dbf, shx, and prj.
Exporting plain vanilla objects (such as points, lines, or polygons) to GDB format isn't supported by Map3D.
Chicagolooper
