It is nice video. Easily played in Premiere Pro CS6. I had 7.7.2 (1680.56) and upgraded to 7.7.3 (1680.64) and it was still OK.
Avid DNxHD is lossy by definition.
Perhaps if they exported to DPX, which is designed to be an interexchange format, Premiere Pro on your PC might be happy?
Try it out yourself. Export some video to DPX and see what happens when you re-import the files as an Image Sequence. It takes some people a while to wrap their head around the concept of a file for every frame of a 90 minute video At 30fps we are talking about 9,720,000 files, but that is only a little more than 2% of what a folder can hold.