Arthur is shown lighting a cigarette in his cell after lights out. No inmate would be allowed to have a lighter in their cell nor would an inmate be allowed to smoke after lights out.
Arthur is shown smoking a cigarette in court before he gives his closing argument. Smoking isn't allowed in court rooms.
The jury foreperson speaks of the "People of New York" instead of Gotham City. This is because the State of New York is the plaintiff in a criminal trial, and this version of Gotham City is evidently located in New York state (most versions place Gotham in New Jersey).
There's no plausible reason that Arthur wasn't charged or even considered a potential suspect in the murder of Penny.
Even though the judge is forced by law to let Arthur wear clown makeup since he's defense, he wouldn't have any reason to let Lee do the same on the final day of the trial.