Perhaps the biggest surprise here is that DmC: Devil May Cry will not be launching with Bloody Palace mode. The challenge tower gameplay mode, a staple of the series since Devil May Cry 2, will however be added as a free title update "very shortly" after release. Over 100 levels increasing difficulty will be included in the Bloody Palace, which will only be accessible after completing the full game.
It would be entirely weird to play a Devil May Cry game without a Bloody Palace mode, like playing a Resident Evil without Mercenaries or a Gears of War without Horde mode. Yet even after saying that, now that I think about it I doubt I'll actually play Bloody Palace mode much, if at all. It's kind of odd, the unreasonable expectations we sometimes have for video games.
DmC: Devil May Cry is only six days away from its launch on January 15. While the Capcom Unity post announcing the free Bloody Palace update says to expect it "very soon" take that with a grain of salt, because you can never tell what sort of licensing issues might come up between now and then. Should give at least enough time to complete the single-player once or twice. Maybe it'll be ready for the PC launch!