No, no no! Don't you see? You cannot be allowed to like different things than I, it would tear the world apart! One of us must be wrong in this purely subjective matter, or else how can I showcase my superiority?
In all seriousness I generally like films like that for the novelty of not knowing for sure exactly what's going to happen. If I'm watching a film that's too cheery I generally know exactly what's going to happen, that good will eventually triumph against adversity and the human spirit will pull through and all the important characters will survive plus or minus a dramatic love interest or two. It's too predicable, there's less uncertainty, less surprise. When the characters rush into an impossible situation against overwhelming odds I need to know that there is an honest chance they will lose or be killed or something or else there is no real tension. Can't be on the edge of your seat over what will happen next if you know they'll all be fine.
Grimdark settings signal to me that the death of named characters is entirely possible and indeed likely, so for example in Worm when they go to fight Levi and an important character is called out dead I know that at any moment it could be one I care about and thus the tension is heightened. When the 9 arc rolls around and various people are fighting for their lives there is true uncertainty about whether a character will get away or suffer a fate worse than death, and I can worry about them all the more because the author has shown willingness to kill those with plot armour. It's one of the reasons Game of Thrones is doing so well: actual uncertainty about who will win. While reading or watching I can know that even the least played up threat can ruin my favourite character.
Eh, so far as I can tell it's just a preference shift that happened after watching a certain amount of stuff. The stable normal stories get stale from repetition so the worth of novelty starts to increase.