If you physically open EXPO CVX01.dxf (don't insert it) and list the contents of the drawing you will be presented with one element:
BLOCK REFERENCE Layer: "0"
Space: Model space
Handle = 37d
Block Name: "GROUP320A0230"
at point, X= 0.0000 Y= 0.0000 Z= 0.0000
X scale factor: 1.0000
Y scale factor: 1.0000
rotation angle: 0
Z scale factor: 1.0000
Scale uniformly: No
Allow exploding: Yes
As you can see, it is a BLOCK REFERENCE (Block Name: "GROUP320A0230"). Now, open up your second DXF (EXPO CVY01 TEST.dxf) directly and do the same exercise:
BLOCK REFERENCE Layer: "0"
Space: Model space
Handle = f8
Block Name: "GROUP3209FF10"
at point, X= 0.0000 Y= 0.0000 Z= 0.0000
X scale factor: 1.0000
Y scale factor: 1.0000
rotation angle: 0
Z scale factor: 1.0000
Scale uniformly: No
Allow exploding: Yes
This tells you two fundamental things:
- Each of your drawings contains a single instance of a BLOCK object.
- Each BLOCK (despite being different) has the same name.
In a DXF file you can't have multiple definitions with the same name. As a result, when you try to insert DXF number 2 into DXF number 1 you are presented with these warnings:
Command: INSERT
Duplicate definition of block GROUP3209FF10 ignored.
Duplicate definition of block GROUP3209F8D0 ignored.
Duplicate definition of block GROUP320A0410 ignored.
Duplicate definition of block GROUP3209FE70 ignored.
Duplicate definition of block GROUP320A0370 ignored.
Duplicate definition of block GROUP320A0550 ignored.
Duplicate definition of block GROUP320A02D0 ignored.
Duplicate definition of block GROUP262224A0 ignored.
Duplicate definition of block GROUP26222360 ignored.
Duplicate definition of block GROUP262222C0 ignored.
Duplicate definition of block GROUP26222220 ignored.
Duplicate definition of block GROUP26221BE0 ignored.
Duplicate definition of block GROUP262275E0 ignored.
Duplicate definition of block GROUP26221FA0 ignored.
Thus it can't insert the data because of this issue. What you can do is XREF instead (once you made it a DWG):

Then, if you type XREF again and right-click your reference:

You select Bind. You are presented with two options:

Don't use Insert as that is the same as inserting the DXF into the other file. Use Bind. This will stitch the two files together. Once you explode the file you bound, you will see it has a new block name:

So to recap, it is important to give consideration to the block names. If a block is going to have a different definition, then it must have a different name. Don't forget nested blocks too. You have blocks inside blocks. So if they all have the same names, but have different content, you can't insert together without using referencing and bind.