Many things in your good people cause me disgust, and verily, not their evil. I would that they had a madness by which they succumbed, like this pale criminal!
—Friedrich Nietzsche, Thus Spake Zarathustra
Patrick Bateman’s madness is the last bit of sanity in him.
Think about it. The film would be more disturbing if he wasn’t a deranged murderer!
This is what makes the ending of the film so brilliant; whether he did in fact commit the murders or not is moot because no one cares. To be denied the ultimate happiness of the knife—his supreme moment of self-judgement—is the final blow to Patrick Bateman:
There are no more barriers to cross. All I have in common with the uncontrollable and the insane, the vicious and the evil, all the mayhem I have caused and my utter indifference toward it I have now surpassed. My pain is constant and sharp, and I do not hope for a better world for anyone. In fact, I want my pain to be inflicted on others. I want no one to escape. But even after admitting this, there is no catharsis; my punishment continues to elude me, and I gain no deeper knowledge of myself. No new knowledge can be extracted from my telling. This confession has meant nothing.
He did not mean to be ashamed of his madness.