Do you have to finish the batman main story so you can play and understand harley quinn's?

she is still alive

Nope it takes place before the main events, but it's really short. And no one really died in this game I think. Even ivy is implied to be living somehow.

I don't wanna read that spoiler, I'm scared
but thanks!

I screamed so much at this bit (note spoiler)

https://pbs.twimg.com/media/CLHr36FWwAAjHP-.jpg

So ruthless

When that 'creature from the night' pops up on top of any building you're heading to... oh my god I literally screamed so hard