But wasn't the Joker all in his mind, a bit like Tyler Durden from Fight Club in a way. You can see why Phoenix and Philips don't see it as a part of any universe from DC movies. I couldn't imagine Phoenix take on the character in Leto's Joker universe.
The DCEU isn't dead, though. Aquaman 2, Suicide Squad 2, Birds of Prey, Shazam! 2, the upcoming Flash movie, and Wonder Woman 1984 all still take place in the same continuity.
The individual films will continue with the same continuity but there are no plans for crossovers or stories spending across films with different characters. Basically think of it as a branching series starting at the same point but going off in vastly different directions.
I assume you are speaking of the final twist of the movie where after Arthur is in custody, some random unknown guy in a clown mask pops up to killed Bruce Wayne's parents in the alley. Yes, that was very annoying because it means that you just pissed away 2 hours watching a movie about a guy that might have inspired Joker but the jokes on you the viewer because they don't actually show you who the real Joker actually is.
It depends on which version of Bruce's parents murder you are talking about... the old comic version had Joe Chill killing them because he was hired by a mobster to kill Thomas Wayne... The later Tim Burton movie has the Joker killing his parents... In this movie neither is the one that kills them it is just some random Arthur Fleck fan. So I guess you can just chalk this up to yet another version of who killed the Waynes. So whether you want to go with the old 1939 version where the murderer turns out to be a hit man named Joe Chill or you prefer the Tim Burton Joker did it, doesn't really matter because in this movie neither one is the trigger man.
I actually liked his take. The only thing that bothered me was Joker's follower killing Bruce Wayne's Parents. That's really the only reason I wouldn't want this movie to be canon. I was fine with the guy Jack Napier who would later become Joker killing Bruce's parents in Tim Burton's Batman but the way it was done in this movie bothered me.