dxf to vsd conversion is most likely related to attempts to use a DXF CAD file as an editable object in Visio. Everything points to the fact that Visio supports import of DXF/DWG files for two decades now, so it should be very easy to just import .dxf to Visio. Without Visio it is unlikely such export or conversion is possible.
Updated: December 13, 2022