While I understand there is clearly some technical wrangling behind this I do feel rather frustrated at this, I bought Crusader Kings 2 from GG back in the day then got all the DLC also on GG, clearly knowing that after going to GG initially I would be locked into them for the DLC. I've never been averse to steam and Crusader Kings 2 is one of the few things I bought on Gamersgate, so when I saw that EU4 was going to become a Steam exclusive, I naturally pre-ordered it on steam, there is no warning whatsoever anywhere that steam pre-order bonuses might be incompatible with Gamersgate or non-steam versions of CK2.
I feel mis-led, and while I am more than capable of using the work around suggested in this thread, I think that there will be a lot of disappointed people who don't realise this, it's just a completely unnecessary way of losing good will and what is otherwise a fantastic pre-order bonus.
Edit: @Johan, I sympathise with your frustrations, it has delivered little reward from a business point of view and very little from a consumer point of view and the decision to switch to Steam exclusive clearly makes so much sense and will make things easier for everyone, I think this is the final headache that confirms that vindicates the position of paradox.