Elizabeth Kubler-Ross identified five stages of grief. The first one is denial.

Denial, Part I

Bruce is running, leading the Cat-girl through his house, faster than he's ever run before. She scampers away so fast it's like she has wings. He hesitates. Something pulls him back to the Manor like a magnet, even though he knows he should follow Selina and run for his life.

Alfred.

Bruce's mind is going a mile a minute. It hasn't always been this way. In the first days after the horrible night, he hardly spoke to his butler, if he could help it. Somehow, it felt like acknowledging Alfred's new role in his life would mean he was accepting his parents' fate, agreeing that they were gone, letting them be dead. Acting like Alfred didn't exist was his way of trying to preserve his world as it had been.

The boy follows Selina with the command to run ringing in his ears. He wouldn't go if the butler hadn't ordered him.

His parents had always been his authority; Alfred had been quietly supportive. Things changed as soon as the bodies of Thomas and Martha Wayne fell to the asphalt. The butler became the rule-maker. In the early days, he'd ignored Alfred's orders. It wasn't that Bruce minded his rules; it was the change he resisted, the admission that nothing would ever be the same.

Leaving the Wayne Manor grounds feels like betrayal. Bruce feels tears sting his eyes, but he keeps going.

At first, he'd tried to tell himself that Alfred didn't matter. That was before he realized that his butler mattered most of all. Resisting change was like standing on the bannister of the Wayne Manor staircase, caught between falling and solid ground. You can only balance for so long before you have to make a decision which way you're going to go. He was afraid that finally turning toward Alfred, letting him in, would feel like falling into an unknown abyss. Instead, it felt like stepping onto solid earth and having something rock-solid to hold onto. He'd never been so surprised in his life.

Bruce turns and takes one last look at his house, and he feels the truth like a bullet through the heart: Alfred Pennyworth is the most important person in his world.