Frustration is when....

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Although, the flashbang Grenade Robin used was pretty cool, but that's it.

And Batman could not escape by himself in this? Lame.

"There's always a way out. Always..."

That's what he said in the last game, it seems like if Robin wasn't there to safe him, he be dead.

Well, wouldn't be the first time since Harley manages to capture Batman in which he was unnable to escape.
She might be a dummy, but when she manage to catch you, most likely you need some luck to escape her grib.

Although, I don't see why Batman could not've escape at all by himself, by seeing how he got released from that pod when Robin freed him..

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The reason Batman can't escape, is because he lost his utility belt. Harley was smart enough to take it off him when he went out cold. Batman may be the world's greatest detective, but without his tools and gadgets, he isn't much in the way of waking up from being out cold and breaking his way out of a giant trap that was designed to do nothing but lock him in.

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It's just the way he punched the door of that ball open with his fist, and just walks out of that without any problems.
It seems like the cage wasn't that strong enough to contain him, it might be more believable if Robin had to use some Explosive Gells a couple of times to break it open.