No IMO this is correct. DSLs often lead to heterogeneous code styles that are hard to reason about. Simpler is usually better.
regex -- DSL for search/replace in text. Useful in moderation
jq -- DSL for search/replace in json. Useful on the command-line
xpath -- DSL for searching trees (hierarchy)
sql/xslt -- I would rather read Python most of the time instead but sometimes it is helpful to have an option of writing SQL directly (pep may help)
toml/json -- writing Python directly is preferable (in the context of .py file)
markdown -- DSL for writing markup (instead of html/word). I wouldn't say no to inline docstring rendering in Python code (pep may help). The same for (subset of) latex -- for math formulas `$e^{i \pi} -1 = 0$`
dot/plantuml (ebnf, sequence diagrams, etc) could be useful for literate programming-heavy style.