UNLIKENESS AND LONELINESS
Unlikeness is overall a common theme in Tim Burton movies, in "Batman Returns" all the three main characters suffer it in different ways: Oswald Cobblepot is forced to live in the sewers due to his deformity, and while Bruce Wayne and Selina are physically normal, they both reduce themselves as outcasts of society by creating an animalistic alter-ego like Oswald does with the figure of the penguins while Bruce and Selina bats and cats respectively.
Even the desire for an affective relationship that joins Bruce and Selina is designed only to hide a new appearance; their intentions in the realization of this desire should act as a mirror to the dark costumes of Batman and Catwoman. Matter of fact if these two decide to decline their respective animalistic ego they could be together living a normal life.
Therein lies the real difference between these two and the Penguin, who is rejected by society both for his deformities than for his id