That is just it though, he's been practically always portrayed as a lunatic with the narrow goal of causing as much physical and mental torment on Batman as possible. He doesn't really have or need depth. You're not suppose to sympathize with him at all either. He's a murdering psychopath who commits horrible atrocities and mentally and physically abuses Harley Quinn who happens to be the only person who loves him.
To humanize him just doesn't make any sense.