Harley Quinn is arguably more complicated than Wonder Woman in the same way that Batman is arguably more complex than Superman.
Kevin Conroy’s take on Harley Quinn’s perceived superiority to Wonder Woman is neither right nor wrong; it’s simply his own opinion and personal preference about a set of characters that he has come to know intimately over the course of the last three decades.
One is a human character dealing with complex emotional turmoil, while the other is specifically meant to embody the idea of humanity’s perfection and the idealization of moral goodness.
It’s worth noting that there’s technically no right answer to this situation.