The DLC in 012 was to promote The 3rd Birthday (a.k.a. PE3), which was released for the PSP. PE3 also had a Lightning DLC.

I just don't think that would make a whole lot of sense. It was very easy to explain FFXIII's event and the outfits don't look out of place in XIV, but it could be more difficult with Parasite Eve. Not even because of the rating, but bc it has little to no fantasy elements. IIRC PE has magic (or at least the second did?), but its lore doesn't treat as something coming from the aether.