But you own all the DLC already for the first game if you bought the KAC prior to today. The other games available are a stand-alone expansion, KA2 and it's DLC.
No, I own some of the DLC for the first game, not all of it, at least not as far as I could tell (you know, Steam not working right and all). Yeah, the other DLC is small, but it only costs 50 cents and I just so happened to have made 50 cents today while absentmindedly picking my nose.
Does either site have a Paradox Complete pack?
Steam has that I think, but I think they only put it on sale during their big, site wide, twice yearly sales.
If you bought the Collection at any time, you have all the DLC for the first game. There's no way to not have it. All versions of the collection had KA, Druids, Saxons, Artifacts, and Knights.
If you for instance, bought the game standalone and picked up DLC here and there, then yeah, I can understand that being super annoying.