I'm having the same problem. Me and my son have beat Lex. Then it takes us back to the streets of Gotham City, but there is nothing else to do. No bat signal, no ghost coins, no beacon telling us where to do next. We just wander around the city. There are no other levels with bad guys, no other stories, no nothing.
What do you do now? Isn't there another set of stories/levels?
Or is this it and your just supposed to wander around looking for stupid gold bricks? (considering none of Robin or Batman's other suits are even unlocked/available since finishing the Joker/Lex story set)