I fought with this for a while, turns out the main issue preventing DSR from working on SSE is that the patcher tool is looking for plugins.txt and skyrim.ini in the Old Skyrim locations. I'm guessing maybe you don't have Old Skyrim installed, so you didn't run into this. There are some helpful instructions under Posts on the DSR mod page how to fake it out (https://www.nexusmods.com/skyrim/mods/34155?tab=posts).