If Harley and the Riddler were going to be "puttin' on a good show", that was all the more reason for the Rogues to get the hell out of dodge before the fireworks started. They did not need The Joker, The Riddler, Harley Quinn or the God Damned Bat breathing down their necks when they were supposed to be blending in.
"Sorry, Harley." He said, though his tone said that he wasn't at all as apologetic as his words claimed, "Not our kind of gig." It was definitely a good call not to tell Harley where they were going. She'd probably end up showing up in NYC at some point just to make them miserable. He took several drags off of his cigarette, not caring a lick if this was a smoke-free establishment or not.