The tiny rounding at the trailing edge (0.02 mm for a 129 mm profile rope) is the cause of the refusal to build a parallel profile.
An inward shift is possible provided that its thickness is at most equal to the radius of the trailing edge: about 0.02 mm thick! SW doesn't know how to deal with this arc. And even if it's excluded by unchecking the Select a channel box, it still doesn't work, the space is too narrow. The offset spline should cross and SW doesn't know how to do it.
Workaround: Splitting the profile at the leading edge (Tools > Sketching Tools > Split) results in two distinct curve segments that can be offset. A few scissor strokes later, it's done.
Construction that can be done in another sketch if the initial profile is to remain in one piece.
The operation acts on dxf because it is made up of line segments.