I see quite a lot of fiction described as 'dark fantasy'. Wikipedia defines it as "a term used to describe a fantasy story with a pronounced horror element", but then goes on to say that the term is used in a lot of different ways.
Obviously there is such a thing as fantasy that has horror elements. What I mean is this: when you add an extra word to a description, you're implying that the genre is normally the opposite. For example, if you were to talk about 'gay-friendly science-fiction', you'd be saying that most science-fiction isn't gay-friendly. No one would talk about 'sexual pornography' or 'guitar death metal'. So to talk about 'dark fantasy' is to say that most fantasy isn't 'dark'.
However, try to think of fantasy that doesn't have horror elements (not necessarily that they're meant to be frightening).
Lord of the Rings has the ring-wraiths. Conan obviously has lots of Lovecraft-like elements. Terry Pratchett makes his vampires and werewolves 'cute' and human-like, but he has more human evils like serial killers. Even the Narnia series, from memory, has elements that were frightening to me as a child.
There are certainly a few. Jack Vance for example, from what little I've read of him. But it seems more accurate to say that 'light fantasy' is the unusual sub-genre.
It sometimes seems to me that people describe work as 'dark fantasy' because they have a false idea of what fantasy is like. It's a bit like how you hear people talk about 'dark and twisted versions of fairy tales', and it's obvious that when they say 'fairy tales' they're thinking of the Disney versions.
On the other hand, I've read very little recent fantasy, so maybe I'm the one with the false idea of what fantasy is like now.