Why didn't he tell them all those guys were beating him up???

He didn't care. He wasn't there to prove his innocence but to announce his new worldview of carnage as comedy.

There is a possibility not all of these beatings were real.

Nobody would believe him anyway. Why bother?

For all of his life the world failed him, marginalized him, dehumanized him, and by the time he was on TV Arthur no longer considered himself a member of society and had no respect for it's laws or social mores. Those people in the audience had become the other, as dehumanized to Arthur as Arthur had become to them.

I suspect it didn't happen. That scene was intentionally cartoonish and unrealistic because Arthur invented it (the shooting did though). How likely is it that 3 wall street employees pick a fight with an obviously mentally ill subway rider? Plus it was his second fight in what, two days? Maybe the first fight was a lie too. (his boss doesn't buy it). We believe Arthur because we see everything from his point of view, but should we?

He made up scenarios that allowed him to kill which he enjoyed. I'd also bet be intentionally bought that gun. What's more likely, that he asked for it or that his coworker forced it on him?

When Arthur's talking to his therapist and to Murray (in Joker makeup) he's at his most honest. He's depressed that people are oblivious to him, not that they victimize him He desperately wants to be someone. He craves attention.

That's why Arthur/Joker doesn't call the shooting self defense. He's beyond caring at that point. Lying was a defense mechanism. Even if it was a delusion, the delusion was a defense mechanism. But now he is who he always wanted to be. Nothing can hurt him.