D1 has a couple of tragic moments (the Butcher encounter as witnessed by the townsfolks, the end of the story itself) but overall it's more a story in a dark universe than a dark story where everyone loses people they care about.

D2 also has a couple of tragic places (I am mostly thinking of the Act 3 Zakarum Temple filled with blood; or the massacre in the Act 2 Palace) but you arrive after it happened. You don't see the deed happening. So it's more of a power story in a dark universe rather than a sad and dark one.

D3, well, is D3. Characters have as much power as gods, villains keep rambling endlessly about how they will shatter your world until you kill them, rinse and repeat.. It's power fantasy

But D4 is really a dark story. You don't just arrive after the fact like in D2, you really see massacres, dismemberment, sadism, blood sacrifices etc.. happening all over. And it's not just in a couple of places in the story. It's really everywhere. It's like the D4 writers passed the message "Each quest should have a grim ending". Or rather, they saw how people wanted Diablo to get darker after the D3 fiasco, so they listened (a bit too much) and cranked the button all the way to "grim" and "sad".

In general I have very mixed opinion about D4 story. It has just too much grimness. It's like every other person in Sanctuary is on a frenzy rampage to kill, eat or chop parts of their neighbors. And, on the opposite side of the spectrum, we have a certain prime evil reduced to bargaining with humans where they should be the very essence of terror/hatred/destruction... It does not make any sense