Yes, that is normal. DXF is a vector format, so generally used for cutting outlines.
If you want to engrave the text (filled) it would need to be scanned which is obviously slower, but T2Laser is much faster than Benbox because you can change the resolution as needed.
In T2Laser if you use CorelDraw and the PLT export you can pseudo fill the shapes as attached image. There are many options (refer to my PLT import document for more examples) so this may be what you want.
You can use the Benbox firmware for testing T2Laser, and the trial will work just fine for DXF/PLT import.