Well the map was designed for multiplayer not for the AI, that is why you are experiencing issues with it.
If you want to make it AI friendly, there are several tweaks you must apply to the map through the editor.
Open the map.
Set West Allies (Britain and USA) to 'attacker' in the scenario parameters section.
Pre-place 20-40 (yes 40) American and British infantry units along the Western border of the map.
To go file save as and
Save your map as UrbanWarfareAI
Take your urbanwarfareAI.pzscn map, place it into
C:\Documents and Settings\Owner\My Documents\My Games\Panzer Corps\Scenario
And then play that map as the Soviet side. That will function better.
To reiterate:
Yes the DLC campaign scenarios do support this mode of play. Just remember they have not been optimized for it though.
viewtopic.php?t=25894
Specifically:
1. Copy all of the scenario files (Dunkirk.pzcn for example) from wherever you installed the DLCs.
Paste them to (This is Windows XP only):
2. C:\Documents and Settings\Owner\My Documents\My Games\Panzer Corps\Scenario
3. Start a new game, select 'scenario' and go down to 'custom' The custom list should have all the scenarios you copy pasted.