The way Steam handled the DLC for EU3 is it would automatically install them. No separate prompts or selections or anything. So once you upgraded to a DLC, you were stuck with that DLC. No matter how much I dislike Divine Wind, it will automatically install anytime I put EU3 on my PC. Part of the reason I bought CK2 at GamersGate, I didn't want to be stuck in that situation again.
It's been months since I tried DW. Maybe they fixed all the iffy design decisions, who knows.
Well, the difference is that Divine WInd, Heir to the Throne and the previous 3 were expansions, and not really DLC.
For CK 2, even if you've bought a DLC, you can choose at any time to play without it.
Also, if I may ask, what did you hate about DW?
If it was the whole war declaration mechanic that caused world wars all the time, they more or less fixed that in the 5.2 beta.
And you can just turn the "aggressiveness" setting for the AI at the beginning of a game to low to pretty much get rid of all the huge wars.
I'm sure there are mods to make the situation better too, although I haven't checked.