Is it a rule that fan theories have to be so dark?

It's why I personally detest horror movies where the enemy/monster/force can make you see things or get in your head. There's no agency at that point, because everything just happens as it needs to for the writers and there's no longer any need for internal consistency or boundaries.
I think it's just because it's so easy. Comas and everything you see being a reference to the real world is just as simple as making an entirely new story, but you can say it's the real story. Any and every contradiction that your take has can be explained with the dream and reality interplay.
Why would folks who aren't professional writers not use the 'easy button' that even professional writers use?

You ever watch Gabby's Dollhouse?
She stays in her room, full-time. She never interacts with anyone outside of her room. She receives deliveries from an unseen outside force, via a cart and ramp system that makes interaction between inside and outside impossible. She then uses her anomalous abilities to shrink down inside of her dollhouse and have adventures in a pocket universe.
She's happily protected, in a contained, secure area which she never leaves.
Gabby is a comparatively benign SCP.
- I think Gabby is one of Ewen Cameron's experiments

People just feel the need to be edgy about everything.

I think this is partly about giving yourself an out for liking childish things as a near- or young-adult. Kids shows commonly do include some Parental Bonus but extending that idea specifically to dark undercurrent plots that you have to read between the lines of the text seems like a way to feel "in the know" about something adult in the work while still consuming something you feel society expects you to have grown out of.
Then with a bit more maturing than that, you can hopefully just embrace childish joys earnestly, because joys are precious.
- I used to be very much into My Little Pony when that whole thing was big, and there was a tremendous amount of very dark fan theorisation and spinoff material.
  I think what you say is correct in part, that it can make things less shameful, but I also think there's a simpler explanation - it's fun.
  It's exactly because kids shows are so happy and non-threatening that these dark fan theories are so entertaining, because of the stark contrast between the theory and the source material. And so the darker it is, the better.
  I mostly don't think people "believe" the dark theories are true, or in any way actually intended as subtext by the showrunners. People aren't "reading between the lines" so much as they are purely "making it up" - in ways that were never intended but feel somehow plausible. It's just a bit of fun.
  MLP itself was a strange case, though, and got quite bizarre in the end. As the show went on, the writers and animators became increasingly aware they had unexpectedly developed a huge adult following, and some of the plot points that began purely as fan theories later became canon... but that's a whole different story....
  
  It's arguably layers of this cover behavior, and mostly as you say because it's fun. The first layer, closer reading and fan theorizing, is covering why they're into children's media or some other media that isn't seen as fitting them.
  The second layer is entwined with the first, the fan theorizing is itself covering what some are too insecure to say or do outright, which is make fan fiction. Some may look down on making fan fiction in similar ways as they feel looked down on for what they're enjoying, making it somewhat ironic.
  In short, don't let your fan theories remain theories, make fan fiction and your own independent, inspired work!
- This is the main reason, in my opinion. It also explains why most of these fan theories aren't very imaginative. People at that age haven't consumed enough actual darker material to know these concepts are overdone.
  Something like Adventure Time is interesting because it wholly embraces this idea and dials it to 11.
  Maybe a controversial opinion, but I think the problem with your modern blockbusters, especially in the Star Wars and Marvel universes, is that they can't decide where they lie on this transition point. They absolutely have that childish element, but too many people are afraid to accept that and take it too seriously. They can do both, they just need to be honest about it.

Y'know.
The people doing the Ash Coma theory for Pokeymen are really sleeping on a much cooler and equally dark theory.
Ash did die in the first episode. Not a coma, but a straight up death.
... And then he was brought back to life. As he wakes up from Pikachu's sacrifice, he sees Ho-Oh. A lot of ado is made in the first few serieses of the Anime about how Ho-Oh appears before trainers that are earmarked for greatness.
Ho-Oh brought Ash and Pikachu back to life after both of them showed they were willing to give their lives for their newly met friend -- It IS a literal Phoenix. It presumably liked what these two idiots were going for, and decided to give them another chance at life.
The reason Ash doesn't age -- And the reason he seems to cartoonishly shake off danger in every episode after Pokémon I Choose You -- is because when Ho-Oh revived him it made him immortal like itself, time-freezing the young boy.
And in exchange, every time something went wrong in the Pokémon anime world, Ash was the one who was always coincidentally nearby and ready for adventure (see: Every movie)
Of course, our boy doesn't mind, he mostly enjoys adventures. And he got basically infinite tries at his dream of becoming League Champion -- Which eventually stuck.
- We need a far-future setting Pokémon in the year 28,000 where we can find Ash still alive, the oldest being in the universe beside the actual gods, still looks and acts like a 12 year old dumbass

NO...

It gets more views on Youtube
- Yeah, half of film theory/game theory ideas are just completely absurd. He carefully filters his evidence and dismissed basic reasoning in the name of reaching an absurd conclusion. He made a video once where he assumed all wine in Game of Thrones was like 20% and just casually marched his theory forward.
- Top ten youtubers... who've SWORN 😱

It’s more fun this way. The stark contrast between a happy children’s show and a very dark subliminal plot makes for good humor.
- And this is the point where I'd step in as a creator and announce that Paul the Protagonist wasn't in a coma, all of the audience were, and that we've hallucinated the entire show.
  Just to fuck with people a bit.
  
  Just to fuck with people a bit.
  As a treat

#1 Rule for Movies is if it ends with guy waking from a dream its a dumb movie.

But that's just a theory.

Hey did you ever notice that Danny Tiger has a bunch of animal characters, but also just like normal animals, Like the pet bunny? The tigers are humanoid, but not the bunny?

It's because every childrens show is an abstraction of real life relationships meant to teach lessons or just generally have cooler adventures than real life.
So yeah, of course when you have an episode where there's a loving caring character you can say "that's actually their mom" or the spunky side kick can actually be their sister.

I have seen this theory about Pokemon but it actually make sense that Ash is just dreaming all of this.

We like dark things. They give our brain cortisol