Because that's the kind of shit that's going to stick.  The only way this particular change will ever change back is if they actually kill off Joker. . . which will never happen.  

Look, don't get me wrong, I know he was immortal before.  DC would never have killed him off, it would just be bad business for them. That said, his previous immortality was an unspoken one. Before, whenever Joker looked like he had died the reader always knew that he hadn't.  There just can't be a Batman without a Joker, just like there can't be a Superman without Lex Luthor, or a Captain America without a Red Skull.  The characters are so entwined that they've essentially become the same entity. But at least they're was still the chance that he MIGHT have died.  Now that sort of suspense a moment like that once would have held is gone forever. 

Saying he's actually immortal, that the Clown Prince of Crime who terrify's both heroes and villains alike, and used to do it with no more than a few knives and a pocket full of lint, is now super-powered?  I dunno, it feels like a kick in the teeth me. Villains used to tell Joker stories around camp fires for petes sake! He was their version of the bogey man!  Saying he's immortal diminishes him and his accomplishments, and in the process also diminishes Batman.  

On top of that it robs Bat's of one of his big moral quandaries, namely why he has never killed the Joker. Before this Joker was the one villain who was most likely to challenge Batman's iron moral code.  Sure its easy to stick to a "shall not kill rule" when your dealing with small time crooks, sultry cat burglars, or even the likes of Two-Face or Riddler.  Those two are bad, sure, but their hardly the irredeemable force of chaos that the Joker is.  Because make no mistake, the only sure fire answer to stopping the Joker hurting people would have been for Batman to kill him.  But to do that Bats would have had to abandon his code, one of the foundations that make him who he is.

But now he doesn't even have that option.