Why wouldn't they include this with the rest of the game? Sound's like B.S. to me.
BioWare has a dedicated team working on DLC. Why wasn't it included in the main game? Because the content wasn't nearly complete by the time the main game was locked and into QA, certification and manufacturing. The main game and Warden's Keep are in different stages of development and there is no way that WK could be released with the main game at this stage.
There is a long held belief that main game content is being removed and sold separately. This is not the case. The content is being developed in parallel by a dedicated team.
None of our DLC is required to enjoy Dragon Age: Origins, but we hope you will give some of it a try or at least arm yourself with reviews from trusted sources (whether it's Gamespot or your Uncle Ray) and make your own decision.