You bought the Forsaken: Annual Pass, not the Forsaken DLC itself. The Annual Pass requires Forsaken; it doesn't include it. The game is now trying to access content it doesn't have the ability to access, and because of that, you're getting the error. Your only option is to purchase Forsaken, which is now only included as part of a bundle; you'll want to get the Destiny 2 Forsaken Complete Collection (take note that the bundle is the exact same price that Forsaken was, so you're not losing any money by purchasing it). If you very recently purchased the Annual Pass, I'd highly suggest requesting a refund from the retailer you purchased it from so you can buy the correct thing (the Complete Collection also includes the Annual Pass); just keep in mind that a refund is entirely between you and your retailer.