Matruchus: Actually to play Darkest Hour you don't need to buy Hearts of Iron 2 since its not a mod anymore but a game built on the foundation of Hearts of Iron 2. The same is valid for Arsenal of Democracy.
Yes (I already mentioned myself too
<span class="bold">here</span> that it is a standalone expansion), but people still quite often prefer having standalone expansions or even different parts of series on the same service/store. Or at least I do, e.g. because I have bought the different HOI games on GOG, I hope all the related parts and expansion packs will be possible to be bought here too. I'd rather not buy bits and pieces here and there to get the complete series.
It would be just illogical for GOG to refuse HOI2 related expansions (standalone or not) now that they finally got Paradox games onboard. I'm a bit surprised we are even discussion about this.