This might be a silly question, but do you have to delete the disc version of the game and install all files purchased with the content? Or is the message saying so only there for that file and is unnecessary if you want to keep using disc?
Normally, the way the Playstation system works for downloads ends up requiring that you delete the install that was done from the disc because that installation still relies on the license from the disc. Bundled software (such as New Light) usually requires the install to come from that purchased bundle instead of the disc. In the past, some forum posts have said that keeping the disc's installation still works fine and others have said that it wouldn't let them install the other bundled pieces without first uninstalling and then letting it download and install the full bundle download. So, there have been mixed results, and as such, the answer is: you can try and keep the disc's installation and see if it'll let you download the rest of the bundled software, but if it doesn't let you do so, then you'll need to uninstall the disc's installation and then download it.