To clarify: holes are supported with following input formats:
??? CityEngine 2013.1: gdb
??? CityEngine 2014.0: gdb, shp
So if you import footprints with holes into CityEngine 2013.1 we recommend to use the gdb format.
I am experiencing the same problem.
Usually i import DXF files and closed polylines are converted to CE shapes. What usualy happens with the holes is that CE reads it as a second shape. What kind of objects should i export from AutoCAD to preserve the holes?
In VecrorWorks, the same thing hapens both when exporting to DXF or to ShapeFiles, the object with a hole is being impoted as two seperate shapes.