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Flavor DLC might be OK to enable (I once activated LoR in the middle of a Byzantine campaign and it went fine) but bigger and overhaul DLC like Conclave would certainly mess things up.
 
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Conclave could mess Laws up somewhat. But the others are mainly adding stuff, not changing. They might break the balance though.

Think Game version is more important than enabled DLC's.

I have done it many times with no bigger impact. Take backup of saves you are very fond of, that you would want to continue without the DLC active if it would break it for you.
 
I activated it and continued my one Ironman game- I think the conclave one definitely messed stuff up. It took me out of tanistry (which I'd started in as Scotland) and back to gavelkind, and I'm not sure I like this whole mess with the council.

I'm playing a new game to relearn everything now, but also Way of Life events seem to happen way less often (which makes it hard to get any use from the focus at all.)