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Hi,

You can revolve closed 2D shape in AutoCAD around an axis of revolving and this 2D shape shouldn't intersect itself during revolving (rotation around this axis).
In your case I cannot find a way to comply with this condition. Where do you want to put an axis of revolve?
In addition, when you export drawing from AI you get splines in AutoCAD, and even it seems that all segments are straight (this is a condition for revolve axis), in fact the segments could be curves of exported spline.

I'd suggest you to create the shape for revolving inside AutoCAD, but not in AI.

Maxim