Gotham police are at a loss to explain a sudden rise in animal themed costumed weirdos? Surely the explanation is the same as it is for the long standing animal themed weirdos? It is Gotham, it is what they do. People in animal costumes wreaking havoc is practically a city tradition.
Context, to no one's surprise, involves Harley Quinn.
Hannover wurst appears to be what happens is when you have the question of whether to have sausage or bacon with your breakfast, and you make the obvious-in-retrospect choice of "Both! At the same time!" and make sausage in part out of bacon.