The fact that they are brave enough to point out the flaws in the very idea of having a Batman and question the morality of vigilantism makes this my favorite superhero movie, even above Batman Begins and Superman 1.
Man, I can't wait for Watchmen.
It is a pretty common theme in the Batman comics that Batman's mere presence in Gotham City is what brought about the plague of costumed villainy. The Year One comics had Batman fighting the mob similar to what he was doing in the first one. And eventually guys like The Joker started showing up.