I do agree that Pokemon isn't quite as innocent as one would think. Ghetsis and N's relationship being hinted to be his son who he abandoned and used in a pretty awful way. Having a father call his son a worthless freak made me feel so bad for N at the end of Black and White. In Black and White 2, Ghetsis uses Kyurem to try to kill you for knowing too much, usually the villains just want you to run home to your mother crying, not actually kill you.
I know that it's hinted in Black and White that Reshiram incinerated many people in the past who didn't pursue their personal truths. So I guess if the player couldn't find a way to catch it he/she would be burned to death for not being worthy, just like other would-be chosen heroes.
Also, Giratina's entrance in Platinum, one of the creepiest things I can think of. Giratina in general looks like it doesn't belong in Pokemon, it's apparently based on anti-matter, but I have seen the theories about it being the Pokemon Devil, although I wouldn't like to think of it like that since it's not really evil.
That's one thing I like about Pokemon, it's as complex as you want it to be, whether in the case of storyline, lore, or even the depth of the battle system.