Hi felipones,
That the shape cannot be extruded is because there is no profile (i.e. yellow color filled in closed regions).
For this particular file, we got some feedback from the development team that the curves were recognized as a special type of curve and Fusion have some troubles to handle it. We have not found a straightforward workaround yet.
It could be either an import problem or a sketch problem. Could you attach the original dwg or dxf file for our further investigation? May we know in which software the dwg/dxf file is exported?

Nicolas Xu
Sr. SQA Eng.
Fusion 360 Quality Assurance Team
Autodesk, Inc.