I’ve got a response from Onshape Team:
Today we do not export spline data as splines but as poly lines in the DXF/DWG format. I have added you to the request for this type of support. ~Lou
Your support ticket:
“DXF export issues”
has been marked as an improvement request. Onshape development will evaluate the request and we will notify you if/when this has been implemented. Thank you for helping us make Onshape awesome!
If some people have the same problem, now you know there is a boring way to do it ;=)