Sorry for the long wait.
I'm not super thrilled about depending more and more on our private WIC extensions (i.e. support for uncompressed DDS). I'm not sure the alternatives are any better but, FWIW, https://docs.microsoft.com/en-us/windows/win32/direct3d11/d3dx11createtextur... mentions how the newer d3dx replacement libraries DirectXTK and DirectXTex have separate function variants for loading DDS and WIC files.
Random thought: in theory TIFFs support multiple images in the same file. It's very unlikely that both d3dx10/11 support that and that they are actually used in the wild but it might be interesting to at least check the former.