I'm running KiCad 4.0.7.
I got a step file that I converted to a dxf in freecad.
I then import the dxf to the footprint editor. Still no problems. Everything looks fine. I can check lines and they look fine in the footprint editor.
If I then save the footprint, then re-open it and voila, then the dxf outline is gone...
Looking in the footprint text file and every single line from the dxf now looks like this
(fp_line (start 0 0) (end 0 0) (layer Dwgs.User) (width 0.1))