As a family show that airs pre-watershed, there's only so much violence, death, bad language, and other mature content that Doctor Who can get away with.
You can have a man being mauled to death by a werewolf... but only if it happens offscreen. You can have a group of aliens being sprayed with a machine gun... but only if there's no blood and guts. You can have characters commit genocide... but you can't show millions of innocent people burning to death as their planet explodes.
To put it another way, most of the horrible stuff in Doctor Who is implied rather than shown, and as a result, there are tons of episodes in the modern series that are quite a lot darker than you might initially think.
Whether it's a disturbing moment that is heavily signposted but remains unseen, or even something dark that will likely happen after the end of an episode, the Whoniverse is certainly a pretty grim place to be. But depending on how much each episode shows us, you might not realise just how grim it truly is.