Well, actually the bug is in your code: you don't follow the instruction how to create a DXF file...
The most complete reference is in the JavaDoc: RawDXF
I had complete files with the following code:

1. import processing.dxf.*;
2. 
   
3. PGraphics pgDxf;
4. 
   
5. void setup() {
6.   size(screen.width/2, screen.height/2, P3D);
7.   background(153);
8.   for(int count=0;count<10;count++) {
9.     background(153);
10.     pgDxf = createGraphics(screen.width/2,screen.height/2,DXF,"D:/Temp/DXF.createGraphics."+count+".dxf");
11.     beginRaw(pgDxf);
12.     for(int i=0;i<100;i++) {
13.      for(int j=0;j<count;j++) {
14. //      pgDxf.line(2*i,2*j,2*(i+1),2*(j+1));
15.       line(2*i,2*j,2*(i+1),2*(j+1));
16.      }
17.     }
18.     endRaw();
19.     pgDxf = null;
20.   }
21.   exit();
22. }
23. 
    
24. void draw() {
25.   noLoop();
26. }

As you can see, I use beginRaw and not beginDraw, and crucially, I used the P3D renderer for the sketch: DXF is a 3D format.

OK, good to know. The JavaDoc/reference should be updated... Added a comment to the bug you filled (so it becomes useful after all! ) along this idea.