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.
