Not sure if my experience is relevant to the OP's question and issue as I have the GG version, but I did find that after having the in-game store install it in the GG version after purchasing The Old Gods DLC recently, when I ran CK2 it defaulted to having the Old Gods DLC already checked in the launcher, but actually in game there was no Old Gods content (including not being able to choose the earlier start time). Remembering back from earlier experiences in CK2 with other DLCs, I unchecked The Old Gods DLC in the launcher, exitted, then restarted and rechecked it to include the Old Gods DLC and it ran fine showing the DLC's content after that.
Not logical, seems to be a poor interface design issue, but that's fixed it for me for SoI and ToG DLCs both times when first installing those DLCs.
Perhaps the same would work for you, Deytush? Afraid I don't use Steam so I'm not sure what means there is to toggle DLCs on in the Steam interface for CK2.