That's just what you think! They totally love him for real and they'll be back any day now and then Bruce will realize he's wrong about marrying Selina and they can all rule the world together as one big happy family with Drake as their unloved, constantly humiliated court jester! You'll see!

He's not actually THAT much in denial about it, but after a lifetime of "Death has limited consequences and we have resources to just rebuild your spine and clone you new organs if we have to" the idea that death is SERIOUS and you and people around you could ACTUALLY DIE AND STAY DEAD takes some getting used to. 

Especially since he's only recently coming around to the conclusion that, after almost a year and NOT showing up to decapitate Selina before the wedding, Talia's almost definitely not coming back.