Every game should do this:

Well, it seems Capcom's still got an old-fashioned bone in its body. Yesterday it released Mega Man Legacy Collection 2, which bundles together Mega Man 7-10, on PlayStation 4, Xbox One and PC via Steam, and included a cheat code that unlocks all the DLC for Mega Man 9 and 10 right from the start.

Everybody wins. If you want to unlock that stuff the hard way, you can do so. If not, just input the code. An easy way to enable all unlocks should be mandatory in all games. I suppose any trophies related to unlocks could disable with code usage, but if you are using the code you probably would care about the trophies anyway.

Wait, what remaster/collection locks the included DLC away?

Whenever I play a game that has DLC content, it just warns you if there's spoiler content, and recommends that you play the main game first (such as TLoU remastered, or Resident Evil 5), but I've never seen it flat-out locked away...

I never bought the DLC for those games, but from what I gathered there was progression and unlocks built into the content of the DLC. For example, you'd buy the challenge stages, and unlock them as you progress.