I don't think we need to be beaten over the head with why he became Batman. This was covered pretty well in Batman Begins and was already well known by the general public, anyway. And from what I recall, Batman Returns didn't have any mention of Bruce's parents, either.
I do think spending time on Bruce's parents (with all the other stuff
already going on in this film) would have seemed a bit out of place. Though I do hope they mention them in the third one, as it would be a nice way to help wrap the trilogy up.