Wow, that's great! I've been having some problems making one for my Pantheon model- http://forums.sketchucation.com/viewtopic.php?f=81&t=20271&p=170612#p170613 - so this is really useful to learn how to make one
It's a great model, for something as complex as the capital you've kept it nice and clean
I would recommend that you use a different program to create your vector lines. One that specialises on vector images which then most likely will allow you to export to .dwg or .dxf.
Making an .ai importer would not be a quick and easy task. The .ai can be in the shape of a .pdf file format if it's saved with .pdf compatibility. But it might not.