Yes, I'm playing the Steam version, and all the DLCs were purchased on Steam. This issue is happening with the 10th CG and the sidestory. I also checked the Steam discussion forums and found a similar post from a few days ago.
Can you join the Discord to get further help? I'd very much like to find out what's wrong then if you're playing the Steam version and bought the DLC, but it's not unlocking for you. Link to the Discord here, just say you need help in the tech channel.