Given the eventual tie-in to The Dark Knight Rises, the idea of this happening is not out of the question at all. Bonus points if Batman is somehow responsible, which would lead to an even greater reason for his self-imposed exile. Even ignoring that possibility, the inclusion of The Phantasm (assuming she is Andrea) or Hush could be the breaking point for Bruce.
Harley, in a state of turmoil after the murder of her fiance, will set out to rescue "the only thing she has left to hold on to." At some point in the next season, they'll escape together.
- "Say hello to your new and improved Harley Quinn!"
Which is that The Joker has given his life meaning again by turning him into a killer. He also suddenly realises that they're now the good guys because they're dressed up in a cop car. The whole joke is that whether you're sane or insane all depends on where you're sitting.
Oh sure, he's using her like hell, seeing that there's something there he can use, but when he finds out she's moving away to Metropolis with her fiance, he quickly finds a way to stop her, and incorporates stopping her leaving into his big plan to get Arkham sold to the corrupt Lex Luthor. Getting Arkham sold to Luthor (thus having Luthor in his debt, and being able to stay in Arkham, where he wants to be) was the big plan but there does seem to be some sort of twisted desire for Harley there - all he really needed to do was threaten Jeramiah and get rid of Lyle (he doubtless could have worked with any new therapist to get them on his side too), but he killed the best man to take his place, and showed up at the wedding too, all in that tux. There was almost certainly a part of him that wanted to keep Harleen for himself - and he got to do just that.