Multi-Lines on top of one another same layer.

Are you importing the dxf into SOLIDWORKS?

there is an option for this called Merge Overlapping Entities

I am unclear of what application you're importing the DXF to, so I'll add more info than you likely need. Please advise.

There is a command in DraftSight, which is only available in the professional version, to Discard Duplicates. I think this is the function you seek. I don't have the Pro license, so that is indeed a tedious task when it occasionally appears. See example in video:  https://www.youtube.com/watch?v=7-W0zPUiFqk

In DraftSight, the Purge command opens the Clean command dialog, which accomplishes the same things as Purge in AutoCAD, to discard unused entities.

In Solidworks, importing the DXF as a sketch (thanks Scott Ellery for that tip I wasn't aware of) commonly comes in very rough or messy depending on the precision and style of the source document. I usually use these sketches as source sketches only by locking all entities in the sketch and being careful not to modify them further, and then derive features from them by relating new sketches to them. When done, I select all entities in each source sketch separately and delete, then repeatedly click No to confirmation dialogs as it encounters each entity that is being referenced. It leaves a scant framework of related items, usually about 1% of a messy source drawing.