It seems the installer for (at least) anniversary portraits and horizon signal is b0rken - the file size is too small compared to the win version and the install zip archive (in game/dlc/<dlcid_name>/) is empty.

an error is logged on the console for both of the dlcs (utopia seems to be fine, the only other dlc I own)

"
[virtualfilesystem_physfs.cpp:375] Failed to mount /home/renke/local/Stellaris/game/dlc/dlc013_horizon_signal/dlc013.zip with error unsupported
"

Both DLC work fine here, using these installers:
- stellaris_anniversary_portraits_2_5_0_5_33395.sh (size: 1.5M, MD5: 813ca5d320ba55c5300b9cb10454a4e5)
- stellaris_horizon_signal_2_5_0_5_33395.sh (size: 1.5M, MD5: 61746bd87a0cbd22d4d98281f585bfc2)

I do get the errors you posted : But they do not seem to have any effect. at least they don’t prevent the mods from working.

There is a new launcher since 2.4, I think it is an unified launcher for all Paradox games.
But as with all optional launchers, I don’t use it ;) I guess advertisement takes some space, and that is especially noticeable on small installers.