No they aren't in the game.
Every DLC takes a few MB of space, unlock keys are a few KB at most.
And even if they were...it's free. Most people wouldn't know it's on disk, so all they see is Capcom giving out free DLC, which results in positive word of mouth. Genius marketing.
Paid-for on-disk DLC is a different story, once word spreads people get angry. Monster Hunter "on disk" DLC? Only ever heard praise for that.