I think dark stories just tend to be presented more naturalistically (unless purposefully fantastical). They rely less on contrivance, tired jokes, and the usual morals. The message of a happy story is usually be yourself/keep on trucking and you can get the guy/the job/anything you want. Dark (and by dark, I mean a story with serious elements) stories have more complex moral sensibilities.
This isn't always true by any means. Darker stories can be just as contrived. But the ones that aren't resemble life because they are less staged. Certain kinds of stories require a suspension of disbelief but can still be viewed as realistic in some context (emotional, moral, the real world, etc...) where as some stories require a suspension of common sense (things like Legally Blonde) and could never be taken seriously. People don't equate dark with realistic. They equate realistic with realistic.
Also, the fascination with the dark makes sense. Aside from what Jailyard said (which I think is very true), everyone knows there is a sad part of life just as much as there is a happy one. I think if we didn't romanticize it we wouldn't be able to deal with it. Any practical person knows that dark always hovers behind light. Even Christopher Robin has to grow up at the end of Winnie the Pooh.
Either way it's an interesting question!
I also think it has a lot to do with television messing up our perceptions of the world but this post is long already.
yr ronin,
joey
