I'm getting the same issue here. My issue is I've got a Japanese PS3, a foregin game, a american network account and I live in america. The game is ff13-2 crystal version and its from europe I've bought and purchased downloadable content through the american network and it didn't appear in my game however I have an american copy of Resident Evil: Operation Raccoon City (love it!) and downed extra mission's map pack's and got it just fine so it leads me to think that its the game itself.
Thus if it is the game you might (as well as me) will have to go through what I call a DCNW (Different Country Network Window) infact someone gave me this info but I have since then lost it.
So I wonder if thats you're problem and am sorry that I couldn't give you a solution just wanted to tell you you're not alone in this issue.
What's causing your issue is related to having different versions of the content. Your EU copy of FFXIII-2 can only use EU DLC. Because the content is tagged different the game cannot recognize the DLC that you downloaded.