Yeah, good point, but they already showed her a bit, and the Gotham series is set on the past, when Bruce was still a kid, so it's unexpected that Harley migh actually appear on Arrow.
Arrow-Suicide Squad. (SO GOOD. Deadshot is one of my favorite characters and this was a partly Deadshot centered episode. Add in The Man Diggle, Badass Bronze Tiger, The Awesome relationship that truly is Green Arrow & Black Canaray from the comics or any other media in Oliver & Sara, stalking Slade, and just an awesome James Bond-esqu episode, it's just a good time.