Christopher Nolan’s persistent thematic idea [is] 'What we see is not true, it's just a facade.' You see this in all his movies. But he never says ["why"] . . . in any depth . . ." Basically, there's nothing to 'get' in the first place.
This is not completely true. The Batman films serve steak, not tripe. But it's worth repeating over and over: If you didn't understand something it's usually because the author/director/painter/composer isn't clear or because there is nothing to "get."