To me, personally, it is not that the stories are darker that makes them more enjoyable. It is the detail, the character growth over time.

What I've enjoyed more than anything so far is the interlocking of the stories. Never in my life have I read any series in which everything fits together so tightly. Even though each book seemingly stands on its own, each new one forces you to reinterpret or re-understand what happened before it. I've read many books where authors forced new understanding onto their stories, but none that seems so well thought out as these. Part of this effect may, in fact, be the innocent tone of the first one, which belies a lot of what is happening behind the scenes.