When trying to import a DXF file as a graphics for footprint creation, the circles are not perfectly round and become ellipses, how to fix it? I tried on Altium and it works well (no shape modification).
Here is the result of importing a coil.
I have seen imported arcs from DXF files without any problem, and arc’s don’t have much information in them that would allow them to be interpreted in another way. I am guessing that your DXF has some kind of (bezier?) curve that approximates arcs.
For further diagnosis, it may help if you create a simpler graphics (with for example only a single turn) and then post that file, together with a screenshot of how it looks in the original program, and how it looks in KiCad.