I think that one of the effects contributing to this scale's usage in "dark/evil" sounding pieces is that the double harmonic major (from now on, DHM) scale [1 ♭2 3 4 5 ♭6 7] can be used as a dominant scale, whereas the double harmonic minor (DHm) scale [1 2 ♭3 ♯4 5 ♭6 7] usually is not used as a dominant scale. Dominant scales tend to be less stable-sounding, and I suppose that could make them objectively "more dark-sounding", but I'd be careful with making any such claims.
(Here's an experiment for you: Play a 7♭9 chord, and see whether it sounds darker to you than a m7♭9 chord. To me at least, even though the 7♭9 chord has a major third, it sounds more sinister.)
While neither scale sounds particularly stable due to the altered notes (compared to major and minor, respectively), DHM is able to be effectively implemented over dominant chords. Most dominant scales contain the minor 7th degree, but this one has a major 7th. I don't think it's too much of a big deal theory-wise to call it a dominant scale, since the dominant chord doesn't really even need to be a dominant 7th chord, and it's not like one's chords and scales have to perfectly match anyway. However, DHm is much more stable as a minor scale. DHM can of course support a major tonality, but DHm sounds much more stable due largely to its minor third.
For those not up on their theory (I wasn't, until this question was asked):
Double Harmonic Major is a heptatonic scale with a lot of other names. In C major, it's C-D♭-E-F-G-A♭-B. One of its modes is appropriately named Double Harmonic Minor, and in C, it's C-D-E♭-F♯-G-A♭-B.
I think the reason the two are named this way is because each has a pair of augmented second leaps (like the ♭6-7 leap in harmonic minor). In DHM, it's between the ♭2-3 and the ♭6-7. In DHm, ♭3-♯4 and ♭6-7.
Notice that the two scales are modes of each other, but not of the same modal family as major, or of the modal families of any of the three commonly used minor scales.
Double Harmonic Major is kind of like combining the most convoluted parts of Phrygian Dominant and Harmonic minor.