I checked it out on my Linux, and it seems to be working correctly as I get the properly named "dlc" folder.
Could you try to delete the folder and then verify your files through Steam? Just to see if that works. Steam should download the necessary files and create a "dlc" folder.
And in case, how to verify your files:
-Open your Steam library
-Right-click Crusader Kings II
-Click "Properties"
-Click on the tab "Local Files"
-Click on "Verify Integrity of Game Cache"
Could you try to delete the folder and then verify your files through Steam? Just to see if that works. Steam should download the necessary files and create a "dlc" folder.
And in case, how to verify your files:
-Open your Steam library
-Right-click Crusader Kings II
-Click "Properties"
-Click on the tab "Local Files"
-Click on "Verify Integrity of Game Cache"