Because it is human nature! Most people (including myself on occasion, I must admit) often overlook what's in plain view, suspecting that something (usually bad, in this case exploiting the customer to get filthy rich quickly) is hidden behind the scene.
You have a good point, but look at it this way - that day one DLC is more content than Muslims got with every expansion of EUIII put together. That suggests to me that it really was an "extra" thing rather than part of the core design.
(And I'm happy about it, except for being very conflicted due to not wanting to get a Steam game. Damn you Paradox, you know how to push my buttons!)