She hates feeling like she just disappointed them both. Harley doesn't understand why they think it would be so easy to kill him. Especially when there have been so many people that have tried... and failed. And it sweet that they want so much to protect her from him... but she just can't stop the imagery of Joker torturing either one of them out of her.

"I'm sorry." The apology is instinct. You have no faith in me. You are such a disappointment. The chiding voice in the back of her head is automatic.

"But if he hurt you..." Her voice catches. "And he would. He would hurt you. He would take great pleasure in hurting you. And it would be all my fault."