I am proud to report that I found a company that was able to successfully perform a conversion from DNN to XF. The site is running DNN (7.0 I think) and has been through several upgrades along the way, so it was a bit of a mess. There were 2 PM databases, and we weren't currently able to reliably access the older one (which wasn't able to be converted on upgrade 2 years ago).
The source database contained over 170,000 posts and over 150,000 PMs. They were able to transition 99.8% of all forum content, attachments, users, PMs, and more. I don't know at this point why the remaining 300 posts disappeared, but I was able to at least locate them by pulling the tables from the DNN MSSQL database into Excel and using Excel+DigDB to match tables with the XF mySQL database tables.
There is still other content that was "outside" of their standard transition package, but being a bit of a geek I have been able to figure out a few of these, including bringing over the user group associations.
Shockingly, the price for all of this was less than $400 (plus a LOT of my time). We did it as a dry-run so that we could evaluate the conversion and fine-tune it as needed, and then run the live site conversion at a later date once we develop the function and styling.
The result is that the site will continue down the path of transition to XF. It might take a few months...but I'm here to state loud and clear that it is indeed possible!