I've been asked why so many BTRC settings are dark or apocalyptic. Well, it is mostly because they are more interesting. No one wants to play Papers & Paychecks, role-playing the hazards of picking up the kids at soccer practice. PC's are almost by their nature, outside the bounds of polite society. They are the instigators, troublemakers, troubleshooters (sometimes both), and monster slayers who almost always have insane amounts of violence as a tool in their bag of tricks. These kind of folks don't sit well with peace, stability and revenue-collecting authority structures like governments. So, making a setting free of this top-level authority, reducing its reach or power, or setting the PC's apart somehow is the way to give them that freedom of action. James Bond may live and work in a polite society, but he deals with threats behind the scenes and has a literal license to kill. Players in Call of Cthulhu deal with threats from beyond time and space, and if a shoggoth or two suffers an unfortunate fate, no one will be filing a missing person report with the police. I just tend to take this to the scale of the entire gameworld. Everything is screwed up somehow, so the problems and restrictions faced by players tend to local more than system. Conversely, I tend to make settings where this freedom of action is countered by internal restrictions. In Code:Black, PC's have all sorts of gadgets and powers at their disposal, but the excessive use of them can turn one towards evil. The Victorian universe of Verne is pretty damned grimy from a moral standpoint, even for the supposed good guys. The players have to rise above the baser biases, hypocrisies and bigotry of the day to be better than their foes, rather than merely differently despicable. Dark Millennium looks at things from the standpoint of faith, and what harsh and pragmatic actions can one take in service of the greater good without losing one's spiritual way. WarpWorld is a post-apocalyptic setting where deities are real and one can advantageously align with them, but is this faith, or a devil's bargain?

Call it a personal style. I like settings that give you the freedom to act, but also force you to make difficult moral choices, as a character and to some extent as the player. Can you have a character do things that are necessary, even if unpleasant? Can you stand for what you know is right, even at great cost? To me, this makes things more interesting than merely having big monsters that require big spells or big guns to take out. Not that I don't appreciate a good scenery-chewing climax to a plot, but how you get there is also important.