The character was not injured because some liquids were not very corrosive.
According to Douban, in Task Force X, the clown asked Harry to jump out of the chemical pool, probably just to abandon and torture her at first, hoping to see Harry die for himself.
But then the clown realized that he couldn't let Harry go, so he finally jumped down to save her. This scene not only reflects Harry's crazy infatuation with the clown, but also reflects the clown's feelings for Harry.