This mission is restricted until you've completed certain story missions. That being said, a warning:
DON'T GO TO NEW YORK UNTIL AFTER YOU'VE FINISHED THE STORY.Starting the DLC campaign "finishes" the story for you. Replaying when I got back did not pop the achievement, so I'm leveling a second character back to 30 for the last mission. That will take a while.
So don't be stupid like me. This is one of the achievements that is affected by going to New York.
Hope this helps!