"Dark" Moments
Though the cartoons Sonic Underground and Sonic the Hedgehog had their downsides, they had some surprisingly good themes.
Something seen in both is that sometimes winning meant losing something, too.
Sat Am
Even in it's pilot, "Sat Am" began to show this theme up-front in center, with Sonic facing his robotized dog.
A character called Cat saved Sally and Antione but at the cost of his own freedom.
Another character called Ari betrayed Sonic to save his fellow freedom fighters, but Robotnik had no intention of keeping the deal. Ari then helped Sonic, but was lost in the mysterious "Void."
Ari was later saved from the Void, but Sally's father, who was also banished there, could not leave.
The show's end had a rather dramatic moment where Sonic was nearly robotized and Robotnik nearly won.
By far the deepest moment, though, was the events of "Ultra Sonic," where Sonic is reunited with his Uncle, only for the robotisized hedgehog to revert to his mechanical, enslaved personality.
In similar spirit, they later find away to break through to him again, but he remained physically robotisized.
Underground
In a similar fashion, Underground quickly made a habit of having the hedgehog-siblings believe they were close to reuniting with their mother just to keep them apart.
As mentioned before, in Underground's first chronological episode, "Beginnings," Sonic's adoptive parents are taken to be robotized, his home is set ablaze, and he cries. In the same episode the siblings various family-figures are robotized and they are left to find their mother alone.
A friend of Sonic's, Cyrus, falls into a plan similar to Ari's, but begins to have doubts. He breaks down and admits it's a trap, but the lion's father was already assimilated robotisized. He actually reunites with his father, but does not have long with him.
In another episode with an idea similar to Sat Am, Sonia is conned and believes de-robotisization is possible.
Sonia falls for a character called Stripes, and he grows affection for her, but has no trouble betraying her brothers.
A a guard who worked for Queen Aleena is caught and robotisized before he could fully help them.
The group rescued a baby and Manic grew fond of it, calling him "Hip." Turned out that Hip was a robot made to spy on them and find their "Sanctuary."
A robot called ARRT decided to betray Robotnik and join their cause, but it didn't end well for him.
Conclusion
The hard truth: neither of these shows are dark. Looking back, Sonic X may have been the darkest show--yes, even the dub. That does not take away from either of these, though, because it's nice to see some emotion mixed in with the more light-hearted themes Sonic thrives on.
Sat Am was colored with deeper shades and tried to shoot for a cloudier mood. Dstyopic, with cold-blooded Robotnik and the threat of Robotisization, it's easy why fans refer to it as "dark."
However it never really affected Sonic himself except for where Uncle Chuck was concerned. Likewise when Sally had a hint of her father, it was swept away even quicker. It had its moments, but the random comedy (and it's not Sonic I'm referring to) offset the balance.
Underground was more stable. It has wacky, silly moments but they did not seem out of place because the show didn't strive to be "dark." Instead they let the serious parts fit in naturally, usually making the reveal a surprise.
Though it's tone was more of a mix of Sat Am and AoStH, overall it did have it's dire moments. Out of those Sat Am characters and events, the only two that seemed truly devastating were the "loss" of Uncle Chuck and Sonic's near-robotisization. Both of these issues were resolved. Ultimately Hip, Argus, ARRT, and Cyrus ended up being more memorable than the likes of Cat. I'll give Ari a bit more credit, but they did save him after all.
To make things worse, Underground based it's entire existence around a tragedy: kids without their mother. And it was cancelled before that could ever be concluded.
Sat Am went for a darker tone, but Underground improved the idea.