Harley Quinn's Revenge is a plotty affair, beginning with players as Robin as he tracks down Batman, who has gone missing after Arkham City's final moments. Control shifts between Robin and Batman, but is contained to the DLC's world and any previously released challenge maps.
We assume the closed-world setting is a metaphor for the psychological cage that Harley constructed during her time with The Joker, but hey, we're not the psychiatrists here. She is.
Update: Yes, it looks like Harley has made her way to Xbox 360 today as well. Also, Spoiler: There are clownish thugs in Harley Quinn's Revenge.