They can. However, it depends on the format. Newer Evermotion packs come as a .max file so you need to open it in 3dsMax and convert it to either a .3ds file or an .obj.
I find that Dosch models are more user friendly to renders that are not 3dsMax, seeing as they usually come with .obj and textures.
I export my SU files as 3ds, and import into Vue with an enlargement factor of 10, and that seems to work well.
Unfortunately, some of the people who use Vue and create/sell content for it are lost on the concept of real world units (but, this is also true of some of the content in 3D Warehouse). When I first started using the software i broached this problem in the Vue forums and got some rather stupid and nasty comments. My favorite was along the lines "how can you have real world units when you are working on a computer screen that is only two dimensional."
When it is possible to write a small ruby to draw text in SU, then it should be a easy to make an AutoLisp-utility to write such ruby out from AutoCAD.
I used such approach to restore block-infos on SU components which get lost during import.
It is indeed relatively easy for Ruby to parse the 'Text' data out of a DXF [then you won't need AutoLisp] and then to make bits of '2D Text' from it in your SKP... It's just having time to do write it that's the pain...
Do you mean you imported into LayOut? And that's the screen shot from LayOut?
In SketchUp, try File->Export->2D graphic.. and save as a png, and see if you get the same image.
In LayOut, try rendering your model as hybrid (the render may take some time, so be patient), and see if it goes away.