Yes, you can only load a game if you have all the DLCs used to create it (it makes sense from a business PoV as otherwise people could play with DLCs without purchasing it, and even from a technical PoV as some assets might be absent from your install when you don't have the DLC). The original save is created with DLCs disabled so everyone can play it but as soon as someone plays it with DLCs enabled, their saves become DLC saves. Previous titles had it so when you load a save created without DLCs they were automatically disabled and you couldn't use that content in your game but Civ7 does it in a different way which has pros and cons, as often