Issue with DLC Download from in game

[Mozleron]

There's a couple of games now (Cities: Skyliens and Motorsport Manager) where they prompt me in game to go get some free DLC. When I click their link, it brings up the in game Steam Browser, and takes me to the page to get said DLC. When I click the green Download button, I see the following screen come up:
https://steamuserimages-a.akamaihd.net/ugc/82595368485506471/89A11A7431F6951709899393B2CFEA1C2F3590D4/

It's asking me if I have steam installed, from the in game browser, in a game i'm playing while logged into Steam. If I exit the game, then navigate to the same steam page, and try to download the DLC, it then instead launches the game in question, and does not seem to consistently add the DLC to the game in question.

Am I doing something wrong here, or is there some sort of actual issue with some games and Free DLC?