Make sure 1-6 are appearing in your mods list and that they're all being enabled in-game. If that's the case, and you have all DLC, make sure your version of civ is up to date.
G
Well I have all the DLC and my Civ version is 1.0.3.279 so I'm going to guess that's up to date since Steam hasn't updated anything...
Also, my mods list doesn't have the numbers 2-6 in it, but it has the mods as their own names. Check the screenshot.