It's not supposed to make sense... I guess it's supposed to be a little ironic (he is invulnerable to bullets, but all of the sudden he's afraid of being shot). Oh well...

Anyway,

Spider-man's. Joker, Ra's, and Ivy could take them all down by themselves (Not exactly sure how, but... uh... they just would!)

Bruce gets a "Sorry for Your Loss" card from Joker shortly after A Death in the Family

or

Barbara gets a "Get Well Soon" card from Joker shortly after The Killing Joke

In my dream, the world had suffered a terrible disaster. A black haze shut out the sun, and the darkness was alive with the moans and screams of wounded people. Suddenly, a small light glowed. A candle flickered into life, symbol of hope for millions. A single tiny candle, shining in the ugly dark. I laughed, and blew it out. - Joker