Was another skyrim dlc intended?

That boundary message has nothing to do with any DLCs. It's just the way they keep the player character in the playable area of the game.

If you are playing on the PC, you can over-ride the boundary limits by placing the line 'bBorderRegionsEnabled=0' into your skyrimprefs.ini file.

The 'unlocked' areas will not have any playable features however. And if you travel far enough, your character will literally fall off the edge of the world into the sea.

Not that I know of. The map of Skyrim is limited. If you try to swim out too far to the north in the sea, or take the roads too far south, or climb certain mountain areas, you will reach the edge of the game and get that message. I've done it several times. Or if you try to enter an area for which you haven't started the corresponding quest, you might get that message. There are tons of miscellaneous quests, dungeon quests, helping quests, easter eggs, unfinished quests, unmarked quests, etc, beyond the main questlines and faction questlines, plus there are lots of random events, so it's possible to come across all kinds of stuff in the game that's not necessarily meant for a DLC.

You would have had a similar experience in any state of Cryadil.

There has to be boundaries, usually simply cliffs.