While still available, DX11 is no longer the focus of development. It is considered less accurate than Vulkan and may lack some of the newest blending features.
In older versions of PCSX2 (0.9.x to 1.6.0), users had to manually download and swap .dll files for plugins like to get DirectX 11 support. This is no longer the case. pcsx2 directx 11 plugin download new
In the "New" PCSX2: