Can I use my CS DD on the PS2 console?

This is totally normal and as expected. 
By default you will enter the default Tuning Menu which gives you access to those two setups only:  "A SET" indicates the AutoSetup profile and "C SET" indicates the Custom Setup profile.

If you want to use the "Advanced Tuning Menu" which gives you the Auto Setup profile + 5 Custom Setup profiles and additional / more sophisticated settings, please check the Manual, or Video Guide of your Wheel Base. It is illustrated there how to switch back and forth between Standard and Advanced Tuning Menu which might be done differently depending on the product in question.

Please always try to mention the full product name within your query to help us provide a fast and precise response.
For potential issues or requested information about Steering Wheel + Wheel Base combinations, please always bring up both product names.

Thank you so much!