Exporting a 3D Model. DXF/DWG does not understand a hybrid object. So when you export, you have to choose to export the 2D parts of the file, or export the 3D parts of the file. You can not export both (easily).
If you need to export a 3D model, make sure you are in a 3D view. If you are in a 2D view, Vectorworks will export just the 2D part. I usually change to an isometric view. That makes it clear to me that I am in a 3D view, and I can check the view easily.