Is the "current connected user" an information that should be shared with the domain?
I'd create an UserProfilePageDTO to separate that information:

public class UserProfilePageDTO {

    private UserProfileDTO userProfile;

    private Boolean isCurrentUser;
    private Boolean isfollowedByCurrentUser;
    ...
}

UserNameDoesntExist - it seem unusual a little bit because of the nt. I'd call it UsernameDoesNotExists or UserNotFoundException (same pattern as ClassNotFoundException and FileNotFoundException from JDK).
I'd consider using a guard clause:

public User getUserProfile(String username, Long currentUserId) 
        throws UserNotFoundException {
    UserProfileDTO user = dataController.getUserByUsername(username);
    if (user == null) {     
        throw new UserNotFoundException(...);
    }
    user.setIsCurrentUser(currentUserId == user.getId());
    user.setIsFollowedByCurrentUser(dataController.isFollowed(user.getId(), currentUserId));
    ...
}