The first time, I loaded up my save file and it came up with that message about the save file relying on some content that is no longer there, as it would if you had uninstalled an addon.
Tried it out, and nothing showed up in-game.
Figured it was a fluke, so I loaded up Skyrim again. The title screen said it was loading the additional content just as it had the first time, no message about the save file relying on missing content, yet the cave leading to the Dawnguard area is not there, nor do any guards have anything to say about it.