When you export a 3D model, dimensions DO get exported to DWG as AutoCad dimensions if they are checked in the export options. However, for some weird reasons they are invisible when you open the DWG in Autocad. Doing something to them (you can select them by selecting all objects and then checking Rotated dimensions from the top of the Object Properties dialog), like changing their colour to Bylayer, suddenly makes them visible. Also if you open the Dimension styles dialog and open the Dimension style 1 as if to edit it, click OK and then exit the dialog without actually changing anything, or then import the file into another DWG file and explode it, the dimensions suddenly pop up.
I hadn't noticed this, as I usually do all annotation and dimensioning in AutoCad and export only 2D or 3D geometry-and at work we still have v7.
Anssi