Illustrator holds on to dwg/dxf files untill it's quit
If a dwg/dxf file is opened, imported or even looked at by illustrator, then those files can't be moved, renamed, deleted or modified at all until illustrator is quit. Windows shows the error "Can't do 'x' because the file is still open in Illustrator.
Seems to be a 2020/2021 issue as 2019 doesn't do the bug.
Thanks for reaching out.
We have logged the bug at our end and have started investigation on this.
Would update the thread once we have a fix available.