While I'm not across console bugs very much, I think you'll find other reports of this here:
Ah, that is usually an antivirus app getting in the way. What antivirus app do you use? You need to make sure all these apps are in its exceptions lists:
ck3.exe (in the Steam CK3-binaries folder)
dowser.exe (in the Steam CK3-launcher folder)
C:/users//AppData/Local/Programs/Paradox Interactive/launcher-v2.2023.1.1/paradox launcher.exe
C:/users//AppData/Local/Programs/Paradox Interactive/bootstrapper-v2.exe
IF that doesn't help, also set each of those .exe files (EXCEPT ck3.exe !) to run as the Windows Admin user.
Then the game should run from Steam/our launcher, and enable all the DLCs.