Morrison has said he's attempting to make Gotham a sort of haven for weird art-nouveau and party scenes, as well as containing other attractions - otherwise, why live there? so we can kind of expect the sort of parties that Salvador Dali would attend. I think I read in a book somewhere - possibly a fictional account - that he once came to a dinner party, in his honour, wearing a decades-old diving suit. No-one could hear anything he said in it.
Additionally, even back before Batman, costume parties in Gotham were still wild enough that Thomas Wayne could halt a kidnapping while dressed in a flamboyant bat-suit...