I have a new amazing update! Instead of trying to figure out why the DXF file was not working, I thought to convert it to a file that would work. So I used a website and changed it to a .dwg file and everything worked in SpaceClaim, thankfully! My only "issue" was that although I have my units set to metric the extrusion was showing inches, as shown in the photo.
Now I have new problems. On mechanical, when I tried to create the mesh I got these errors:
You are navigating away from the AIS Discovery experience