I have been having the same issue for a while now.
After contacting Vectorworks Technical Dept. they advised there is an issue with vectorworks and new Mac OS.
They updated Vectorworks to Service pac 6. I checked for any updates to the Mac OS.
If I export DXFs between versions 2004 and 2012. I can open the files in illustrator. We out source our CNC so yet to check if they open in CNC software.
But this is progress ! Hope this is helpful.