Same could be said about PSN support, it was part of the firmware which PPSSPP by design doesn't bother with and never will, it would also be risky move legal side and to put a nail to it's coffin, it's no longer relevant since Sony itself dropped support for PSP. Also PPSSPP would never run PSP firmware as a design choice so it couldn't run a PSP web browser anyway. If game wants you to download something from the net you can try with your native web browser, you will be disappointed through as most of such content sites no longer exist.
So basically it's one of the reasons to still own real hardware since all PSP emulators(including Sony's official ones on PSV/PS3) as well as all software outside of real PSP, have only access to limited number of kirk keys and no pauth keys at all. if it requires firmware specific installation, need to be preinstalled on psp.
if DLC itself is encrypted with some rare key it will also have to be decrypted on real PSP, Video game debut, Yu-Gi-Oh 5Ds Tag Force 6. if DLC's requires game update, you will have to decrypt the update using real PSP then patch game copy with it, Z-one (, Zn) is a character in the Yu-Gi-Oh Tag Force video game series. In some games there might be additional complications to that through: DLC's are supported just fine, just copy them to same folder they would be stored on real hardware.