It seems that most of them are either well-known funny (or otherwise enjoyable) things or things that can easily be manipulated to serve some kind of purpose.
Advice animals were a combination of both of these factors. They were templates for jokes of a specific format and theme. Anyone with a decent idea could presumably fetch some upvotes by adding a previously unseen caption to an image that was considered suitable. Modern image macros are less formulaic and therefore even more versatile, which – along with presumably originally having become popular again to make jabs at old image macros – is why they're omnipresent.
Most other humorous memes are nowhere near as versatile, like Eggman Pisses on the Moon, which is a singular bit that attained virality through sheer entertainment value.
Some aren't funny, but are still something people enjoy for obvious reasons, like all the sexy outfit memes and sexy pose memes.
There are some that don't even have that, in which case they're usually some variety of propaganda. Soyjaks vs. Chads and certain other wojak variations, if not wojak memes in general, are infamous for this, and so are so-called "thing I don't like" memes. They're usually very formulaic, generally even sharing a punchline, which would be very bad for them if they intended to be funny, which I don't think is the case for either.
As for the memes that have neither obvious humor, obvious other value or an obvious agenda, like with certain kinds of wojak memes, it might just be that it's somehow easier to think of something in terms of a meme that has already established a format that it can be shoved into than it is to express it in an original way. As for specifically the "dark" ones you mention, however, it's often mentioned that depression-related memes may be some sort of cry for help or something similar – presumably because that's a socially acceptable way to almost open up about it.
All of this is probably very superficial, because after all, a meme is just about any unit of transmissible cultural information, and I've only spoken about major Internet phenomena. In theory, anything anyone finds to be worth telling others about could be a meme, although the above might still be useful in determining how far it might get.
