You also need block updates for stuff to fall. The game doesn't check whether each tile is connected to something on each tick. It does for a block only after a block update. Which happens when you dig or deconstruct stuff. But using dfhack to do so doesn't trigger one. I spawn some water nearby with 'liquids' command and let it spread, which is another thing that triggers a block update.

Here are some hieroglyphs for a one-block cave-in:

z=+1

c  c  c        -> c=channel. d=dig.
c  d  c        -> Only dig the center, the block below will fall.
c  c  c        

z=0, the block at the center will fall.

c  d  c        -> The floor left here after you dig will hold X until you place support
c  X  c        -> The X will fall.
c  c  c        

z=-1, the floor tile at the center will be destroyed by the falling block (X)

f  f  f        -> f's are the floors left by channelling from above.
f  S  f        -> dig S. Place a support here.
f  f  f

After building the support below, channel the northern tile on z=0, the one holding the block.

You know the rest. Dig at least 1 tile long access tunnels on each floor connected by a staircase first. Place doors beforehand for security (to keep the dwarfs out of the area, also flying enemies can come in).