Not at all; whenever CKII updated, I had to run it through the Steam launcher, or all the DLCs would be disabled complaining about keys. Once I had opened the app through Steam, I could close it and open it again running the PDX launcher executable directly. And the Steam overlay itself mentioned the eventual need of entering keys for the addons, though it seems that it has always been able to query Steam without my intervention.
Now, if older PDS games like HoI 3 and V2 can launch without this check, that is probably the biggest reason why we can see them in GOG.com and not CKII. Regardless, I have no other words for this behaviour of CKII than "Digital Rights Management."