First and foremost, the Devil May Cry games take place in a world where legions of demons are constantly trying to invade earth. That alone is terrifying, especially since the demon Mundus already managed a full-scale invasion in the distant past. The only reason the world of Devil May Cry doesn't look like a FromSoftware title is that Mundus' trusted lieutenant Sparda betrayed him. Sparda subsequently placed a powerful seal on the pathway between worlds, separating the human and demon realms for thousands of years. Unfortunately, by the time the games take place, that seal is coming undone and the existential threat of demons has returned. Humanity is always on the verge of destruction.
In every Devil May Cry game, someone attempts to break the barrier between the human and demon worlds. In Devil May Cry 5, Urizen succeeds in leading a demon invasion and completely destroys Red Grave City in the process. While Urizen's existence as the personification of Vergil's hatred for humanity is horrifying enough, his massive death toll puts things into perspective. Devil May Cry 5 is not a quest to save the people of the city - it's a struggle to contain a situation out of a survival horror game. Every human who lived in the city without being directly seen is assumed dead.
While Urizen's body count makes him stand out, all Devil May Cry bosses are terrifying. From vengeful demons going after Dante's head to malicious humans who would doom their own world for power, the franchise is full of despicable foes. To make matters worse, while Dante may be a superhuman fighter, so are most of the monsters he fights. The good news is that Dante appears to have Wolverine-esque regeneration in most games and can walk off being stabbed in the heart. However, this is its own brand of body horror, especially since it's clear Dante has a tendency to hide his fear and weaknesses.
According to his creator Hideki Kamiya, Dante is always scared when he fights. The constant jokes and wise-cracking aren't just to keep the games feeling relatively light-hearted and comedic - it's how Dante copes with the existential and physical terror of fighting demons. This is very important to Dante's characterization because he jokes constantly. It's easy to conclude that this means Dante is perpetually feeling scared and helpless, even when the player is racking up combos.
That alone would be unsettling, but it's also heavily implied that Vergil feels similarly. Devil May Cry 3 makes it clear that Vergil's atrocities are motivated by fear and the desire to never be hurt like he was as a kid. Both the sons of Sparda are haunted by their experiences as children, when their mother Eva sacrificed herself to save them from vicious demons. Devil May Cry 5 brings this home with an unsettling cutscene of Dante remembering Eva die.
This has some dark implications for the way Dante and Vergil's mental health seems to decline throughout the series - implications that come to a head in Devil May Cry 5 when Dante completely gives up on the idea of saving Vergil. Although Nero manages to get through to both brothers, the game ends with Dante and Vergil stranded in the underworld. If Devil May Cry 6 leans further into the franchise's horror undertones, that may prove to have been a terrible mistake. All of this combines to paint a disturbing picture of what life in the world of Devil May Cry is actually like. Although DMC: Devil May Cry got its share of criticism for leaning into a darker punk aesthetic, it can't be denied that the main continuity is dark in its own right.
Devil May Cry 5 is available now on PC, PlayStation 4, PlayStation 5, Xbox One, and Xbox Series X/S.