Your right you did select Gotham Grind - route completion and also activity title show that.
I think you have been undone by the Uturn bug as mentioned in this thread:
You start the route in the right place and a Uturn is immediately performed, by the system ?, but route completion doesn’t stop recording distance covered.
I’m sure Zwift support will allocate you the badge even though, through no fault of your own, I don’t think you actually rode the correct Gotham Grind route.