DLCs will always show up as available, since Steam doesn't send ownership information out on any content containing at least one DLC. The only exception to this is DLCs you've won on SG, as SG can at least check against your wins list for those (though, currently SG only uses that to prevent you from entering, while still showing the DLC on the giveaway list, meaning you've still got to go out of your way to hide the DLC either way).

If you're motivated enough, you click the "Archive" link on the bottom of the page, you can search out previous giveaways (if any exist) and hide any DLCs as you obtain them elsewhere (or become aware that they may not be hidden, as with the collection you have).

Note also that any "Profile Limited" games will show as unowned, and occasionally some packages are misconfigured and won't show as owned [eg, a package with only base games, but none of the games actually publically listing on the package itself, meaning their information never gets sent out, even though they still activate to account fine], as well. Removed titles also don't send information out properly. As do games released within the past 24 hours, but the addition of "Profile Limited" means that you now only rarely see that circumstance being noticable (ie, with an AAA game which instantly leaves Profile Limited).