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When importing a DXF as a background, it does not show up in the model, even when pressing zoom extents.
Since all layers will be displayed, this could be due to some extra elements being located far way from the main drawing. So, when you click the zoom extents button, the model will zoom very far out in order to display everything. It could also occur if your model is located in a different place (based on the X/Y.) Try going to View > Zoom > Zoom Center and zooming to a coordinate that you know is within the drawing. Also try saving and reopening the model.