It's kinda likely that it has something to do with you having them had installed in different directories, no? Is it even possible to install an expansion on another drive than the other parts of the game?
In any way, try to see what Steams says under Settings>Downloads>Steam Library Folders.
And check if under the properties for CiV in the DLC tab G&K is listed. If it isn't try re-entering your G&Ks key and if that fails, contact the steam support.
PS: There's also a Tech Support forum here where this thread would have belong to.