A little late to the party, but I just finished working on a short film shoot helping with production design and so I've gotten to thinking about TDK's production design as well, and how it affects the feel of the film in general.
I believe it was either Nolan or production designer Nathan Crowley who mentioned they were purposely going for that contrast. A shiny, clean, beautiful city on the outside, but coming apart from the inside.
IMO, it makes it more unsettling if all that danger happens in a city that doesn't look like it should have such things occurring. In real life, we see that. Nobody blinks when someone gets shot and dies in the slums, that's typical. ("Because it's all "part of the plan."

) But when it happens in a nice, affluent suburb, people FREAK OUT.
When a grimy, dangerous, insane criminal like the Joker can infiltrate the commissioner's funeral down a well-kept part of the city, that's downright
frightening. Before TDK, Batman had been trying to take down the mob, which work in presumably seedier areas. The Joker brings all of the mayhem to the core of the city itself.
Besides, it's only the financial district that's nice and clean. A good chunk of the film also happens in grimier areas, like parts of the Slaughter truck chase, the MCU, the two warehouses that Rachel and Harvey are taken to, and hence the third act confrontation scene. But what IS different is so startling, that it really sticks with you.
I'd take that thought a bit further, since while I was watching the movie, I didn't think it felt "realistic," like it could take place in our world. It felt grander and more epic in scope. "Hyperreality," if you will, and I think people within BB/TDK's production have mentioned that word before.
For example, I highly doubt that every mayor or DA's office would have wall-to-wall, floor-to-ceiling windows in real life. (Not to mention Bruce's penthouse.) That was a deliberate visual choice.
Nolan and Co rarely pass up any opportunity to show us the city, even if it's from an interior shot. What it does for me, as a viewer, is to incorporate the city into every scene available, even when it takes place in a closed room. During the action scenes, the camera also moves in between buildings more deftly, adding to its more epic feel.
Like, when people think of an epic film, they think of something like LOTR, which featured extensive wide-angle location shots. Nothing is closed off, everything is open. They always remind you of the geography of where the characters are, which was Middle Earth. In TDK, it's Gotham, and from the way they designed the film, it's clear they were going for a similar feel.