Update (Fri 23rd Jul, 2021): Publisher Dotemu has tweeted to let Switch owners know that the DLC won't be available until next week at the earliest:
While this is obviously disappointing for players desperate to tuck into the DLC, perhaps reading our hands-on impressions might help the wait go by that bit quicker. Painful as it may be, the wait will be worth it...
Original Story (Fri 23rd Jul, 2021): Streets of Rage 4 has plenty of eager fans, so the launch of today's major Mr. X Nightmare DLC has been well anticipated; it'll add a survivor mode, three new characters and new moves to spice up the game. Unfortunately publisher Dotemu has hit a problem and it's not arrived as expected on Nintendo Switch; it seems to be the only affected platform.
The publisher has issued a statement implying a fix isn't exactly imminent, but it's hoped to be coming in the 'following days'.
We'll keep an eye out for an ETA on the DLC being available on Switch, at present it simply isn't on the eShop in any form. Hopefully it won't be too long.