Only just realized this myself, and I have to agree. It's not so much having to log in, but the possible future implications that bother me (though at the same time I trust Bioware to avoid such issues). At the very least it should be mentioned that an internet connection is required to play DLC.
Btw, performance is a lot better. At first it wasn't too impressive with high-detail and 4xAA, but now it's on very-high with 4xAA and runs wonderfull. Either a performance issue in that "tutorial" part, or they adressed it in that first patch, either way I'm happy.