Why so serious indeed. The plot here appears to have been constructed as a kind of moral adventure playground in which each of the three main male characters can explore whether there might be a place for them in the real world, and not just in some DC Comics alternate universe.
Heath Ledger's Joker is the most successful participant: a very disturbing and indeed very realistic personage - and not just because of what we know of the actor's fate during post-production.
Bayle's Dark Knight is more of a misfit in this narrative environment. In costume he's just that freak who keeps popping up at key plot points, and out of it he's Patrick Bateman again.