So you expect to be able to play DLCs from one store with the base game from a different store. That is not possible and never will be. You can buy, say, Civilisation VI on Steam and buy its DLCs on Gampess, but they will not transfer across. Being able to link your Paradox and GoG accounts will not change that situation, exactly as linking Epic and Steam accounts with your Paradox account does not grant you access to Steam DLCs with the Epic base game, or vice versa. Steam, GoG, Gamepass, Epic etc are all competitors; they have no way to enable, and I expect no interest in enabling, functionality like that.I own paradox games on both Steam and GOG, I have DLC on both Steam and GOG. I have the the "mega pack" (or w/e it was called) on GOG, and only the core and 2 DLC on Steam.
The Paradox launcher shows all games I own on Steam, but not on GOG, since there is no account link possible with GOG I don't have all DLC "available" within the Paradox launcher, and therefore I am not able to install certain MODS I'd like to try.
When run in standalone mode, our launcher does NOT show all games bought in Steam. Of the games I see under your name here only Stellaris and Tyranny will show there, and Stellaris is no longer supported on that platform - only an older game version and DLCs are available on it now.
That platform was only ever intended to run games bought from our store, nowhere else. And as I say, only a selection of those.
So it would seem; Paradox have the ability (and I'm sure the willingness) to implement that, but from what you say GoG do not, apparently.It is clear to me that account linking is not going to work for/with GOG any time soon, or ever.