Valve regularly updates its anti-cheat and piracy detection systems. Detection can result in a permanent ban on your Steam account, losing you access to your entire library.
: Many versions require you to launch the game directly via the ck3 dlc unlocker
Look for "Chapter" bundles (Chapter I, Chapter II, etc.), which package multiple expansions together at a steep discount compared to buying them individually. Valve regularly updates its anti-cheat and piracy detection