In the Export dialog, I usually use the Bind To Symbol with the Self Xrefs Only option so self xrefs (which Autocad doesn't support apparently) will become symbols in the drawing, and then the external xrefs will export to an additional DWG file during the export process.
Thanks! - Josh Do. Or do not. There is no try. Josh's Digital Downloads is come back online soon. Stay tuned. (soon is a relative term)
You have to toggle on either XRef / Export. or XRef / Bind to Symbols when you export the DWG. If you leave XRef / Ignore toggled on, then you get neither. When you Export the XRef, you get two DWGs and they work the same in ACAD as DataCAD. When you use the Bind to Symbol option, then the XRefs show up as blocks in the one DWG file.
Chose the method that is the most useful, and / or is the easiest. If you are getting the file(s) back, and you need to work in them, then maybe you need to use the Export XRefs option. If you want to simplify the transfer back and forth, and you don't need to have more than one person working on it, then maybe the Bind to Symbols option.