I don't see why. Utopia was the first DLC that added Megastructures. Megacorp was the second one. Federations was the third one, and then there's also some Ancient Relic integration.
Well, you say how things "should" be a lot, but as far as I can see, so far you haven't really provided an explanation for why that is. It seems like that's just how you feel it should work, but that's not really a convincing argument.
Sure, things would be more "ordered" if they did that, but at the same time, it would also create a huge incentive against expanding features from DLCs that are already packed full of value. If, for example, all Megastructures were moved to the Utopia DLC, and then a dev comes up with an idea for a cool, new Megastructure, why would they add it, if that DLC is already saturated anyway and if that's the only "proper" location - by your logic - to put the thing? Surely, the incentive would be to instead work on new features for a new dlc, and I don't think that's a good solution.
The Origin situation is a big sketchy because some of it is technically old content that was available to everybody, lightly reworked and put behind a paywall. But as far as new content is concerned, in my opinion they should just put it where they feel the value is needed the most, without artificial limitations and classifications such as "Megastructure DLC". You frame it as having to buy a bunch of extra dlcs, but you can also look at it from the other side: For anyone who already owns the older dlc, it's actually just free extra content.