I have seen a post stating that it's possible to export package height information with a dxf, but it doesn't appear to be working for me. I do have CDN_TYPE, SYMBOL_TYPE and REFDES but no other properties.
Make sure you check Export Symbols as Blocks, then you should get what you need.
I have tried exporting the symbols and padstacks as blocks. Still no height info.
What is your mechanical package? The EMN/IDF interface works really well.
We use Pro-E and yes we have some experience with EMN/IDF, but I wanted to see the info in a dxf as well.