Yeah, it makes no sense. Maybe they are planning to have an ongoing story, too. So they would introduce some of them later, move the story forward and give people that care about that stuff a reason to buy the DLCs.
An ongoing story that extends with character DLC would be really cool, or just as a separate story DLC for people who want it.
I'm not the biggest fan of NRS's approach to story, I find it serviceable enough but not the ultimate form of story in fighting games like some people seem to treat it, so I hope Capcom has their own method in mind with this game.
Or, you know, we just get 2 panel arcade endings like MvC3. I remember when they hyped up the story for that game, too.