Neil Gaiman is a crapshoot. He is talented and his work on Sandman legitimized comic books. But this is way out there, even for an "imaginary story" when they are all imaginary stories.
Of course, part of this issue, where Martha says Bruce can't save his parents reminded me of Penance, aka Bleedball, aka the Thing with Robbie Baldwin's face. Paul Jenkins somehow legitimized Penance by saying it was similar to how Batman could stop all crime and his parents would still be dead. Uh-huh. And this issue reminded me of that. Which is never a good thing.