Yeah, this is an issue with dedicated servers, DLC, and digital downloads in general. Sadly, its going to be several more years before everyone realizes it.
Hold on to your hat.
This is why I'm glad w/ many PC games, if you do buy a game digitally or DLC digitally, you get at least a ZIP file or installer EXE (Direct2Drive). If you don't get that, then it downloads the game and then once it's done, you can an option at anytime to "archive" your entire game that you downloaded to create a ZIP of some kind (Impulse) or EXE (Steam) so you do not worry about having to get your game-content from their servers again if necessary (if those servers and content are both still up) - since you can just store it on a disc, another HD, or whatever.
Even though I do like auto-downloading and all like DAO does, which is nice - but I'd like to ALSO have the Stone Prisoner and Dragon Armor DLC as some sort of separate compressed ZIP file or something just in case their servers go away or they stop providing the extra content online.