I found that you can make up reasons for that. Like your character gets tired of the fighting and hooks up with a caravan for an escape. But Graham teaches you that you have to fight for the things you believe in. Role playing is fun, and maybe a bit schizophrenic.
I agree. It seems a lot of people don't like using their imagination--they like being spooned every detail.
That being said, you can start the DLC whenever you wish. The reasoning for that is truly tat its open world but beyond that one can make a story as to why they're going to places like Utah, or places like that. Besides, that is one DLC--Dead Money and Old World Blues you are, in a nutshell, abducted, albeit by you taking bait.