They rarely if ever go on sale on consoles too, right? DLC in general I mean.
Kind of lame that I am catching up on older console games I missed and their DLC all costs more than the games themselves.
DLC goes on sale on console frequently. I haven't seen ME3 DLC on sale yet, but all of ME and ME2 DLC has been on sale several times, usually for 50% off. I didn't pay full price for a single New Vegas DLC and had it all within 4 months of release.
Now with that said, if you want DLC for something unpopular, you'll be paying full price on Live, because they don't bother putting DLC for unpopular disk games up for sale, usually.
MS is having a publisher sale this week and you can pile up on map packs from Halo Reach, get Iron Brigade and its Martian Bear DLC, etc., all for half off. There's a ton more great stuff (Castle Crashers, etc.) but those are my top picks for value.
Now, will it be as cheap as Steam's sales? No, usually not. But something is on sale to Gold subscribers every week, and most weeks the sale is for everyone.