Why can PSP save in CDR or DXF (or CGM, DRW, GEM, HPGL, WPG) formats?
These formats are vector-based, and several are proprietary. Paint Shop Pro is a raster-based program, and stores images that way. PSP can open these files, because it is relatively easier to read such a file and translate it into a raster image than it is to translate raster images into vector formats. When PSP saves into WMF or PIC formats, it uses only the raster capabilities of those formats, even if the original data was vector-based from one of these formats.