Due to the way it works, VR Milling DXF CAM import wizard will try to create closed shapes.
This means that unwanted lines are added to help join the shapes together.
The option to turn off the auto join was added in v5.25 of VR Milling.
Turning off autojoin helps to keep the original design as was intended:
(NB, if you have already gone to the machining plans part of the wizard with the option on, then you will have to restart the wizard again if you want to turn the option off)