I also have this issue, I do not have a solution for you.
Here is what happened to me:
I purchased the season pass on my account, but i was on my brother's primary ps4 at the time.
Upon returning to my account on my primary ps4, the store said it was "Purchased", but the DLCs weren't Installed. I ended up with most of the DLC, but Laika still isnt installed.
I think its an error with the Playstation Store, but given Paradox's recent affinity for breaking their own game, I wouldnt rule out the game being broken