Current working theory is that the DLC does not appear in the Epic Game Store Library when purchased direct from Frontier.
If you downloaded Horizons for free from Epic, played the game so much you bought the alpha direct from Frontier to ensure they didn't lose a cut of the sale price (as a small moral gesture made in regards to receiving the original game for free) you are now completely locked out.
It's a similar situation to LEP and steam, but not the same.
Yes is probably a small group who are in this situation, but it does exist and at present not acknowledged by Fdev.