Because if there wasn't mod support on PC then many a PC user would cry like a 7 year old girl.
The main difference between Mods and Add-ons is that is cannon and it's fully supported in the law.
Also (if done correctly) can proved a greater experience as Bethesda can change things in the engine, hire professional voice actors and in general just make something better.
With no mod support it would be far less innovation for the next game. Lots of the changes you see from Oblivion to Skyrim is taken from mods, the new level scaling, plants who changes then harvested, advanced crafting are just some of the things who showed up as Oblivion mods. Even hearthfire is heavy influenced by mods.
However as you say DLC are usually done more professionally and they have the option to make changes in the game to make things work like adding mounted combat.
Again it's not always done, farming in Heartfire is coded very awkward as they does not have access to the isharvested() skse function.