Hi ovisopa,
Thanks for posting the question.
I had a look at your file and I think I understand your problem. In your sketch imported from DXF file, some curves are only visually connected in position, which means, two lines could have 2 endpoints located at same position, but there are no coincident constraints connecting them together. In this case, we don't think the lines are part of a "curve chain". You can try a simple case in Fusion sketch as draw two connected lines, then hover on the middle connection point, select the coincident constraint, then delete it. In this case, you end up with two lines visually connected, but they are not really connected. (There are two endpoints at the same location.) When computing sketch offset, Fusion only recognizes "real" connected curves as chain, and then you can select them all with "Chain Selection" enabled in offset command. To fix your problem, you could try add coincident constraint between the two lines to make them really connected. To know whether the lines are only visually connected or really connected, you can try left click on the connection point without releasing the mouse button, then the context menu would pop up to show you the detailed point information like follows:

Then the problem could be why after inserting dxf file, Fusion doesn't help create coincident constraints automatically between two points at same position? The answer is Fusion wouldn't add constraints automatically during the dxf insert workflow. Two lines either would share same endpoint during insert(in this case, they are really connected), or would have two points located at same position based on how dxf file stored the detailed points information.
But when computing sketch profile, Fusion uses a different algorithm that as long as the lines are overlapped/connected in position, they can form a closed profile. A simple example could be, you can draw two overlapped sketch rectangles without adding any constraints between them. Fusion will intelligently compute the profile of both rectangles and the intersection/union of the regions as sketch profile.
Please let me know if you have more questions.
Thanks,
Frank