The way that she's written in this movie is very inconsistant. From one end, she's plotting to get revenge on Max Schrek (who is pretty much, the real villain in "Batman Returns") for pushing her out of that window. But on the other end, she forms an alliance with the Penguin (to eliminate Batman), for whom is in cahoots with Max Schrek. So shouldn't Catwoman, technically want to work with Batman, since they have in essence, the same MO, which is to bring down Schrek. Why would Catwoman want to help the Penguin frame Batman for murdering the Ice Princess, when her primary objective is or should be to battle Schrek and his associates (a la Penguin and the Red Triangle Circus).
It's as if, the writers wanted Catwoman to be a combo of a diabiolical villian (the whole "Lets frame Batman" subplot), anarcist (i.e. blowing up department stores), a twisted version of the women from the movie "9 to 5" (i.e. getting even with her jerk of a boss), and a costumed vigilante like Batman (i.e. when she says that woman from the mugger).
It's as if, the writers wanted Catwoman to be a combo of a diabiolical villian (the whole "Lets frame Batman" subplot), anarcist (i.e. blowing up department stores), a twisted version of the women from the movie "9 to 5" (i.e. getting even with her jerk of a boss), and a costumed vigilante like Batman (i.e. when she says that woman from the mugger).