Conversion shape to board outline works for polygons only. Rectangles are not supported at the moment. We may fix it in future, but you can easy create rectangular board outline using "Place Board Outline" or "Objects/ Board Points" tools. It is much easier than draw shape or import DXF file.
Well that's a bit silly IMHO, I hope you guys "fix" that.
IMHO, it's much easier to use the rectangle tool because you can grab the sizing handles (corners and/or middles) and adjust the board outline even right up into the parts layout, much quicker, much easier. With the current (two options you suggest) causes one to either:
1.) perform an arguably clumsy point-by-point
creation of an outline
2.) the need to pre-calculate dimensions, and origin coordinates (which is very clumsy)
instead of just sizing/re-sizing the board shape dynamically? what's the difference between a "shape" and and a "board outline" to the user? using the sizing handles is fairly the defacto "shape creation" default in modern times but more importantly would make the Diptrace UI consistant from one tool to the next.