Here is why: The original CDLC hack (created by a developer known as "NF" or "The Riff Repeater") repurposes the checksum of an official DLC file. The game thinks your custom song is, for example, "Paint it Black" by The Rolling Stones. To avoid piracy, the community mandates that you buy any single official DLC from Steam or Ubisoft Connect. That purchased file acts as the "key" to unlock all CDLC.
A DLL file (typically D3DX9_42.dll ) must be placed in your Rocksmith 2014 root folder to allow the game to recognize custom files. You can use the CDLC Enabler tool to automate this process. rocksmith cdlc