Twisted humour
This wasn't a bad film and I can understand the good reviews. However I found the constant slightly sadistic humour made me uncomfortable. I'm not familiar with the source material so maybe it's just being faithful to that. I did notice a number of stories about James Gunn's odd sense of humour in deleted tweets he made.
I just found it filled with cruel humour. It seemed more interested in messing with the audience's emotions than actually trying to entertain.
For example Harley Quinn becomes romantically involved with the dictator of Corto Maltese and it becomes the focus of the film for a time. Only for her to shoot him suddenly. Just made all the character development and build up completely pointless.