When importing a DXF into a PCB as shapes, I get a line width of 25 thou... so it all too fat, but for the life of me I cannot find where I can change this parameter to something smaller either before I import of globally after I import. You can change each individual shape line in its properties, but this very laborious.
There is nothing in line styles that relates to this also.
If you have access to the original program creating the DXF, please check to see if it's a parameter associated with the line. It's likely that Easy-PC is reading data found in the file, and applying that.
It might also be worth checking what sort of line type is being used to define the shape, and changing that to something else. For instance, centreline should just be a minimum width line - essentially the width is dimensionless.