I'm really hoping FFXV is a turning point for Square. I'm really happy the game is reviewing and selling well, and I hope they dump this experience into FFXVI or whatever else they do in the future.
It really, really feels like Square is testing the ocean with this game. The DLC here isn't just adding story to the game...it's adding completely new gameplay perspectives. The DLC episodes are letting us control the party members, and future DLC has confirmed "Multiplayer", which I assume means we'll have a way to control all 4 party members at once.
There's a sliver of a chance that by the time FFXV gets a PC release, there will be some "definitive" version of the game that just shoehorns the DLC into the main campaign story, patches up the narrative thin areas, and allows us to switch party members in combat like FF12 and possibly even play with friends.
Ambitious, yeah, farfetched, probably. But almost everything about FFXV as a game is pretty ambitious.
You are not going to have a party but just the main character in each Dlc. You are not going to control four characters at once as you wish.