Yes and no. DLC is by definition "downloadable content." An expansion may be distributed digitally but usually also gets a stand-alone retail release. Secondly, DLC is content added to the base game, whereas an expansion is a completely separate base game (in the case of Civ IV, this primarily meant a new dll) that happens to require the previous base, to which further content could also be added. So an expansion and vanilla would require separate patches whereas all changes to dlc usually just get included in the vanilla patch.
So while you might argue the semantics of that fact that because an expansion could be distributed digitally, it's still not really correct to call it DLC. Along this, DLC and Expansions have very distinct meanings in terms of what people expect. I mean you could call all the DLC that's been released "expansions" as they've expanded the base game. Would I seriously say that Civ V has had 9 Expansions already? No. If you want to use the distribution definition as the sole criteria for defining DLC then you can call Civ V itself DLC as it was content you downloaded (regardless of if you got it retail cause you needed Steam).