It's similar to the situation of the original Star Wars trilogy - Empire was significantly different from A New Hope, and in turn, Jedi was different than Empire. They're all telling the same story, but each need to stand on their own, merit-wise and stylistically.
The "Nolan Trilogy" will be no different. They're all telling the same story: the origin, rise, and (presumably) long-term effects of Batman's career, not to mention his first interactions with some memorable rogues (i.e., Joker and Two-Face.) This is assuming, of course, that Joker's story and Two-Face's story intertwine enough in TDK and are resolved in the third film (with more emphasis on Two-Face, perhaps.) It's almost like Nolan is taking all the memorable stories of the comics (an assortment of Batman origin tales, Joker's first appearance, the Long Halloween, etc.) and making them into one big "Batman summary" for film.
But each film needs to stand on its own to be successful, and that's what's happening. Hence the different atmosphere.