Hi there, 85% of cases of Lyme are in 9 New England states and Wisconsin, so I would consult your vet in terms of the vaccination. If it were my dog, I would highly consider it, but if your dog is indoors 90% of the time, and you don't go romping through the woods, I'd say the risk is quite low.
The Lyme vaccine also has possible side effects of polyarthritis since the vaccine is a bacterin vaccine that uses whole cells.
I could be wrong about this but DPL refers to the vaccine adjuvant (what the vaccine is carried) that increases the effectiveness of the vaccine. DPL stands for dephosphorylated lipid A which is a common vaccine adjuvant. I am not 100% about this though, since in a DHLPP combo vaccine, the L refers to leptospirosis, it is possible there is a manufacterer out ther making a Distemper/Parvo/Lepto vaccine (but it would be strange not to include Hepatitis or Parainfluenza) but it is unlikely, as I've never come across it when ordering vaccines for our hospital. However, I am almost positive that no manufacterer makes a combo vaccine that includes Lyme for the specific reason that it commonly causes those side effects I mentioned. If one vaccine is known to cause a dangerous side effect, coupling it with other vaccines makes it difficult for a vet to pinpoint the cause of the problem when making a diagnosis.
Hope this helps!
-Nate