What is so funny? He is crazy. See, this are the other Arkham Asylum-Gods in his eyes: 

 *Killer Croc = Ares, God of War 
 *Firefly = Hephastos, God of Fire 
 *Catwoman = Nyx; the Night 
 *Scarecrow = Deimos, God of terror 
 *Harley Quinn = Eris, Goddess of discord 
 *Clock King = Chronos, God of time 

 Oh, of course: Batman is Hades, Maxie's Brother, the God of the underworld!!