The Dinan oil cooler upgrade is a VERY nice option, I wouldn't complain about that... the only bad thing is how much it costs, but you didn't pay for it.
So, I went ahead and looked it up: you need atleast an OEM oil cooler for stage 2 and that is all. I don't know why anyone would get Stage 1 on their car I guess unless they didn't have the stock oil cooler (which I would be kicking and screaming to get it added by the dealership). Stage 3 is where it requires the Dinan oil cooler AND the FMIC. Their axle-back isn't required for anything, just an option.
I would bump it to stage 2 if you are going to keep Dinan. Actually just get the FMIC and go stage 3 at this point. If you are over 50k miles just dump Dinan and get a real tune. Still need a new FMIC tho, stock one sux balls.