[DC/Batman] The reason Joker is so proud of being an American is because he knows he could not exist anywhere else.
Joker is (in)famous for hating Red Skull for being a nazi despite the fact Joker is a mass murderer himself.
Joker could only exist in the United States of America (kinda like how *Breaking Bad* would only make sense in the US). A more authortarian government like North Korea or Russia would have executed Joker quickly. A liberal welfare state like the Nordic countries would have provided enough mental health services to reform Joker. The US is that sweet spot of judicial mercy (ie not guilty by reason of insanity) and incompetent mental health services (he makes therpist into his sidekick...that's like, the opposite of the goal of therpy!) for someone like Joker to exist and operate for so long.