Yes, I'll be depressed if they don't have anymore DLC or expansions. I still love playing the game and such and have never got into any mods so there's always that. But after playing the game for a yr and a half and beating each scenario at least once and beating the game with each leader, even the newest ones, at least twice, I'm worried I'm gonna get tired of it soon or at least move onto something else and forget about it. There's always gaps when other games I'm interested come out like Skyrim, Assassins creed games, Dragon Age, various FPS etc. but Civ 5 is the one I seem to come back to consistently. It'd just be depressing to see it stop expanding after so little addition. Especially after Civ 4 had such a plethora of content added after the fact.
Anywho, I still hold out hope for future DLC/Expansion but it sounds like it could be just that; Hope.