To not make thread spam, quick heads up on latest nightly builds 5.99.0.-9910 and up the problem has been fixed, however steps to produce polygon have changed:
To fill polygon do following:
1.Import you .dxf file, if there are multiple items, unclick ‘‘Group Items’’.

2.Select everything and click ‘‘convert to polygon’’
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3.What you will have now a polygon and multiple lines version of the same polygon. Select polygon and click hit ‘‘e’’:

You should end up with this dialog:

Add checkmark to ‘‘filled shape’’, change linde width to 0.001 and youre done, a perfect accurate shape for both capacitive and inductive pads that you have imported from inkscape or any other tool.
Huge thanks to folks at Kicad team, I was hitting deadlines, took me a while to figure this newer version out and I got there in the end, this is exactly what was needed. 