At the end of Batman: Arkham Knight, Bruce Wayne's secret identity as Batman is revealed to the world, and this leads to Bruce executing the Knightfall Protocol which seemingly results in his death.
The very first trailer for Gotham Knight established it pretty clearly that it takes place after Batman's death, so it is only natural to assume that it takes place after Arkham Knight, and yet it doesn't.
WB Games has officially said that "Gotham Knights is an original story set in DC’s Batman Universe and not connected to the Arkham series”.
Whether this is the right move after Arkham or not remains to be seen.
James Gordon is one of the Bat family's oldest and biggest allies and one of the few members of law enforcement that the vigilantes are on good terms with.