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This game is no longer supported under the standalone Paradox launcher, so recent game versions and DLCs will not appear there.

You'll need to run it from the PLAY button n your Steam library.
 
It's the same launcher but it has two modes. When run directly from Paradox Launcher.exe it is in a non-Steam compatible mode, and is both a client and a launcher. That is, it handles game installation/uninstalls AND DLCs, mods etc.

When run via Steam it runs in a Steam-compatible mode as a pure launcher and leaves the client stuff to Steam, it is just used to wrangle mods, DLCs etc.