I bought the complete edition, but! notice that the DLC still seems to me to buy.
I'm supposed to have them already, right? I'm sure I bought the complete edition.
is a kind of mistake, isn't it?

The complete edition features everything. It's the next-gen successor to/replacement of the GOTY edtion which also did. The old GOTY version is included in the extras of the CE edition

Blood and Wine, Hearts of Stone, Expansion Pass en the Free DLC Program are all DLC for the base game TW3: WH which is also still available.

That's how the GOG store works, it sees the standalone DLCs as their own thing separate from other editions of the game. That's why it doesn't see them in your library.

But don't worry, if you've got the Complete Edition then you definitely have the DLCs.