There are no true circles, arcs or curves in SketchUp
SketchUp portrays circles, arcs and curve entities as a series of contiguous straight line segments.
Measuring from center of a circle or arc to the vertices of the line segments yields the true radius.
However, measuring from center to anywhere else along the line segments is less than the true radius.
Thus, the lines depicting stair treads extend beyond the segmented SketchUp arc.
Make a copy of the DWG and open it in AutoCAD.
There, explode the arcs, save, close and then try importing into SketchUp.
I didn’t bother with exploding certain arcs, I simply exploded everything.
The resulting SKP file is huge (140MB) but it looks as you would like it to look.
See this article for more tips.
Importing and Exporting CAD Files — SketchUp Help