I loved the ending and I understand the message, but I just don't understand why it didn't go something like this:
Batman: I killed those people. Gotham needs to keep its faith in Harvey.
Gordon: Batman, we don't need to pin this all on you...
Batman: I'm whatever the city needs.
Gordon: No, I'm serious. Remember that murdering clown you just left hanging from a building? Let's just say he did it. It's not like anyone will believe him if he says otherwise.
Batman: ...okay. But first, chase me!
Batman runs off into the night. Cut to black.