AutoCAD Release 13 and Release 14 format DXF files only support 256 colors. If you have a colorful map and export to these versions of DXF files, then the colors in the DXF may be different than the original colors in Surfer simply because of that color limit.
When you export to a DXF file from Surfer, in the Export Options dialog, on the DXF Options page, choose to export the map in the AutoCAD 2004 or AutoCAD 2007 format. These newer versions of the DXF file format support RGB, so the color limit is 16 million. As such, the DXF colors should match your original map more closely.
Updated August 31, 2020