VictorTmelo_ To add to what has already been said the only way to get banned by Steam is if you try to actually fake your license (try to trick Steam into thinking the DLCs are in your library) but having some files in your game won't even be detected by Steam. Basically the game will start, see that you don't own the DLC and won't even bother scanning for DLC files so there is no risk at all.
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VictorTmelo_
@VictorTmelo_