Well, this was a huge "duh" moment. Went to make a new game and spent a few moments looking around. AFTER you set up the game (so after the "owner" has choosen a civ) you have a button that literally says "Allow DLC Civs" and you have to go back and change your civ if you are setting it up and want to play a DLC civ.

This isn't it, I select all the DLCs when I start the game. And I know I have Korea unlocked because I've played the Civ in single player.

I have the DLC, but when I start a game, Korea is not on the list of civs that are available to play. Is there a GMR update? Or something else?