*SPOILER WARNING*
Theory: The monsters in Harlequin's story are actually the people at the circus. The color of their eyes corresponds to who they are. For example the monster with the golden eyes (or orange eyes) is Pierrot, and the monster with the green eyes is Harlequin, and so on. If you got, I believe the Protagonist's Ending, your will have saw Jester's show, if you are into ballet or theater you will know of a real-life show named Pierrot and Pierrette, which is extremely similar to Jester's show. In the Jester's show a Fool with green eyes tried to steal Pierrette (or Columbine as said in th game) but fails, and when he failed he killed Pierrette. Now the only other character with green eyes and an overall green color pallete is Harlequin. And isn't he trying to steal the protagonist from Pierrot? So it is possible that Jester's story actually happened and that's why Pierrot hates Harlequin, because he killed his first lover long ago.