Might be a silly thing for me to say but you are subscribed to Playstation Network ?
Arcade / Maps can't be downloaded and played unless you are subscribed and also you have to be signed up to Ubisofts UPLAY this is because features can be unlocked and player Rank details are stored.
The last thing is one that most of us feel angry about in that you MUST play a set amount of the Solo Campaign before you can play Arcade
There are a lot of cut scenes which you can not skip, basically you have to complete Dutch's Island, after doing that you climb up a radio tower and get a cut scene about the Seed Family - the fog clears and then Arcade Unlocks this takes maybe 40 mins if you rush through it all.
Other than that I am unsure what the problem could be.