Hmm.. I think I jumped to conclusions
After looking closer to Blender 2.72b it seems like some issues still remains. For an example there is a problem when using boolean.
I took a cube and made a hole in it. If I made it in 2.72b but export it to DirectX in 2.69 - the problem still exists.
If I make the same cube with a hole in 2.69, and export to DirectX in 2.72b - it still works.
(the problem that occur is that the hole gets partially obscured)
So the problem doesn't seem to be the DirectX-exporter itself, it seems to have to do with changes in the boolean function. In 2.69 you got more "support edges" for the made hole then in 2.72b. And that is what seems to cause the problem.
Strange.
What do you make out of this?
Hardware: Intel i5 3,2 Ghz - 8 GB ram - Asus NVIDIA GTX 760 - Win Pro 7 64-bit