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Let's remind ourselves what happened to Batman and Harley.
After the great battle for Igrachiks, the pair decided to look for Jessica.
Batman was very angry with her because she had hurt Natasha with his batang. He had to find her no matter what.
Harley enjoyed the time spent with her beloved. She did not really care whether they would find Jessica at all. She did not give a toss about it. But she was being haunted by her memories of Joker, of how he manipulated her with his mind, how she had to do his bidding.