Hey, Willybob,
First, thanks for breaking the news on a number of Lego Super Hero tidbits - much appreciated.
Second, to answer your question, I don't think the idea of Arkham as a set comes from anywhere except speculation.
However, AA as a new set is logical based on:
1. TLG previously made an Arkham set, and a lot of the preliminary pics we've seen are based on previous Batman sets.
2. idea that, along with maybe a GCPD set, the Asylum is the most popular Batman location next to the batcave/Wayne Manor, thanks in large part due to the "Arkham ..." video games.
3. a lot of the sets revealed are Batman-based.
4. Because Batman sells, WB would put pressure on TLG to create another Batman-themed set, one that incorporates the other characters we've seen via the exclusives and press release - ie: GL, Harley Quinn, and Riddler (hopefully with a green bowler hat, like Penguin's custom minifigure).
Regards,
Phantasm