That’s probably because they aren’t actually there, and that’s a ridiculous stretch to take away from this film.
He is the hero, in his own head. So, him being depicted as the hero of this film is appropriate in that regard.
Also, anyone ridiculous enough to take offense by that aspect should perhaps be reminded that they are in fact still watching a comic book movie about the comic book supervillain The Joker. The movie is a glimpse into the mind of evil incarnate. Literally the only thing keeping his evil nature at bay is being numbed out on medication, but as soon as his access goes away, his true nature is free to come out, and only then is he finally happy. This is not a statement that people with mental illness are inherently bad. It’s that this specific person with mental illness, aka the fucking Joker, the guy whose name is in the title, and arguably the most famous and instantly recognizable fictional bad guys in pop culture today, yeah, THIS guy, is inherently bad. That just kinda comes with the territory when it comes to this character. You know, being super evil and laughing about it is sorta this character’s thing.
Seriously, are people really going into this thing somehow expecting that the Joker DOESN’T turn bad??