Most (all?) of Batman is based on the idea that sometimes you need a good guy who operates outside of the law. Given that Batman isn't real but the problems he encounters often are real, the natural conclusion is that we should make up for our low Batman levels by letting law enforcement off the chain.

But this is hardly unique to Nolan. Probably 90% of Hollywood movies that involve crime have this message in some form.

The fact that Batman is an ultra wealthy 1 % which dishes out justice with his expensive toys while hiding from most of the authorities is also quite a message.