Is it possible for a horror game to not have a sadness/depression tone to it?
Hell, is it possible for a movie/book?
I understand how sad dramatic stories can improve upon the horror story, it makes sense, but it seems weird to be that I can't really think of any decent horror game/movie that doesn't also have a depressing story attached to it. Being horrified and being sad are two different, separate feelings.
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This btw rules out any ghosts stories as those are inherently always sad for the person who got turned into a ghost.
Flowey's fight from Undertale. It mixed happy and horror.
The reason why sad works is because if you can immerse yourself and empathize with the characters, you feel sad or bittersweet. Your get put into a vulnerable state
The Thing is not very sad or depressing.
The hopeless situation they're in is what links the sadness and terror together.
What if they like being a ghost?
Maybe kirby is an answer to your question but that is reaching
The sadness doesn't always come from the hopeless situation. It sometimes comes from the villain's backstory, like the OP image.
I don't see that working outside of comedy.
There are scary Kirby games?
What?
There are tons of comedy horror films and games. I'm actually sure there is more horror comedy than serious horror.