Unfortunately, as you may have discovered, AutoCAD and the DWG format cannot embed any raster-type information. All images and PDFs must be separate linked files, called ImageRefs. When exported, they should link automatically as long as the images are in the same folder as the DWG.
Our office has revised our logo, and even signatures on the sheets to be a vector format (lines and fills), so they translate easily.
Just one reason I'm happy to not be using AutoCAD anymore!
Chuck Kottka
Orcutt Winslow
Phoenix, Arizona, USA
ArchiCAD 25 (since 4.5)
Macbook Pro 15" Touchbar OSX 10.15 Core i7 2.9GHz/16GB RAM/Radeon Pro560 4GB