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Right now the only offline installers for the game and dlcs are version 2019.12.a.2.bis which are the beta branch. The problem with this is that in this version only the dancer dlc seems to be recognised by the game as installed (at least for me).
I play using Galaxy for achievements (it's a guilty pleasure ok) and with beta channel turned off I get the last stable version which is 2019.11.a.1 and this version properly recognises all three dlcs. But if you want to play without Galaxy or just want to archive your games then you get an incomplete product (provided, of course, that you own all three dlcs) because with beta branch version 2019.12.a.2.bis only the Dancer is seen as installed.
I made a clean install of the base game, the perpetual edition installer, and then each of the three DLCs (in the order: dancer, ghoul and priest) and can confirm.

Ravinius: If you have the time, you should write to GOG Support to let them know (it's unlikely they'll see your post here). I will be away from my computers for a few days so I cannot give it the proper follow up if I report it and they answer.
I was already in contact with support about the installers (although from a different angle). Today I received a response and they know about the problem with 2019.12.a.2.bis installers. According to support the beta installers were left by accident. I asked if GOG could replace them with the last stable build. We'll see how it goes. Worst case scenario we will have to wait for Weather Factory to release the newly announced dlc The Exile, at which point we'll receive new version of the game (or they will release a new stable update).
Thank you!
The installers have already been reverted back to version 2019.11.a.1.

Well done!