When volume 6 comes out (hopefully there's gonna be), they should add this feature back so that the game will also have a fair and square competition, like if you want to race against AI or challenge yourself with other players, it's a 50/50 in short. Another bonus if this feature will be added back is that you get to unlock the other locked cars in lakeshore online quickly.
Anyone who can't see why there is no AI online is blind. They made lots of decisions to ensure that the PvP multiplayer stays active and this is one of them. You mention Heat in an earlier comment, Heat's online is abysmal, it's impossible to find people to race partly because people on the servers are busy racing AI. AI belongs in singleplayer only
