Since I couldn't find any proper info on this anywhere here's how it works.
In order to level past Lv30 you HAVE to enter the NewYork-DLC. However, in order to do so you have to reach both Lv30 and World Rank 5. World Rank is tied to your gearlevel and 5 requires a rank of 400 or above before you're allowed to enter NewYork.
Once you made it past all that you'll reach Lv40 around the point when you kill your 4th main-target.