Yeah, the Joker is one of those characters who work better the less you know for sure what happened in their past.
like one of his lines from the Killing Joke is how embracing madness is about forgetting your past because all logic is dependent on cause and effect, which means acknowledging linear time and therefore that A leads to B, therefore things make sense because they happen in a certain order. Rejecting memory like that means rejecting logic to him.
the backstory shown to us in that comic is pretty linear and one thing to leading to another. and isn't really the Joker telling anyone this story, its just shown to reader. its ambiguous whether the Joker is reminiscing or whether its just the author showing it alongside the current day story. if its the author showing it, its objective reality and the Joker just seems kind of pathetic because of it. if its not objective, because the Joker is insane and therefore making up these memories to suit his philosophy, then he is making up something to justify his philosophy to himself, and whether he is making memories that are LESS bad because the actual bad day was much more horrible than the one shown that he doesn't WANT to remember it, or its MORE bad than what really happened so as to make sure he keeps on convincing himself to keep on doing what he is doing.
because lets be honest, how Pre-Joker fell for the Red Hood lie was very implausible. I'm pretty sure anyone with two ears and a brain would've seen right through the crooks white lie that red hood was an "important position" and that its clear he is being used as a distraction so that Batman will focus on him and take him to prison while the other crooks run away with the money and get some other person to be their sacrificial mark.
and yes, Gordon doesn't go insane from a bad day, he is just....kind of shook but will probably be needing some treatment for what happened to him regardless.
So it makes a lot of sense people aren't real excited about him getting a backstory movie. because backstories exist to make sense of and flesh out a character, and thus develop sympathy for them. The Joker while darkly humorous is not just any villain, but a big time villain, one who makes horrific stuff happen, plays for keeps and could theoretically do anything and fulfill any villainous role you could ever want in a story simply because he is flexible enough in his motivation that he could be your lovable wacky yet dangerous villain in the animated series or a completely monstrous person capable of committing some seriously screwed up things in the comics. he is the kind of character that honestly is beyond the confines of the setting he is written in: you could theoretically drop him in any story or universe with minimal modification and have him make sense as antagonist, give his dark philosophy speech to any hero while causing chaos, he simply has this archetypical quality to him that makes him work.
so putting a backstory on that is kind of limiting him really. because one of his best qualities if what he could possibly or potentially be rather than what he actually was. what he could do, is more important than what he did.