The DXF snap only applies when DXF data has been imported from an external file. The DXF snap enables you to snap to the end-points of DXF lines:
Note: You should generally switch DXF snap off when drawing partitions at block level and simply use the DXF lines as a visual guide. This ensures that partitions correctly snap to perimeters instead of snapping to DXF lines which may be very close to the perimeter but not actually touching.