The penguin had ordered Harley to go save Poison Ivy, but since she let herself be defeated, the penguin immediately ordered you to save Pamela.

So, you defeat all the enemies in the building and you walk in a dark room and you finally see Pamela in a cell with very resistant glass.

"Mh, look who's there. What happened to Harley?" She asks in a whisper.

She doesn't seem at all shaken by the fact that she is imprisoned in that cell.. And she doesn't even seem that worried about Harley