That looks funky. Try playing with the import settings, such as parametric or facetted. I usually skip point objects and text objects. Try with constructing 3d solids and without. It could be what ever settings Tekla is using as well, I never used it, but look to see if the steel sections need to be converted to standard solids before exporting, they might be some form of Tekla parametrics or something.
Otherwise I usually have no problems importing or exporting DWGs in FormZ.
Are there any other export formats in Tekla such as SAT or STEP etc. that you could test with?