Because he is Batman, you moron.
5 seconds sound clip from the Batman Returns (1992) movie soundboard.
You can hear this line at 01:54:06 in the Blu-ray version of the movie.
Quote context
[...]
- Bruce. I would love to live with you in your castle forever, just like in a fairy tale.
- I just couldn't live with myself.
- So don't pretend this is a happy ending.
- Selina. Selina Kyle. You're fired.
- And Bruce Wayne... why are you dressed up like Batman?
- Because he is Batman, you moron.
- Was.
- Don't.
[...]