ahh... now i see that you can produce a boundary as region using the "edit hatch" command - then you will get one object with holes that gets imported as one group in sketchup.
A 2d DWG/DXF puts all SKP entities [lines etc] onto Layer 0.
Arc/Circles are made from lines.
A 3d DWG/DXF uses the Layers that the SKP entities have: so the export does keep the same layering π