Sorry I'm unsure why this happens. You are using the AttachExternalReference method on the ModelSpace object, so it "should" get attached correctly. Perhaps it's a bug with DBX?
Perhaps rather use a script and set the CTab of these drawings to "Model" before you run your code.
Alternatively you could do so through the ActiveX just before attaching:(vla-put-ActiveLayout doc (vla-Item (vla-get-Layouts doc) "Model"))
Perhaps that would help.