DWFX files are often published without embedded unit data (imperial vs. metric). Online converters must guess or default to generic units, frequently resulting in scaled geometry that does not match real-world dimensions.
DWFX files flatten most layer information unless explicitly published with layers. Online tools rarely preserve layer names or block definitions. The output DWG typically places all geometry on a single layer (e.g., "Layer 0") and explodes all blocks into individual primitives.